Accession Number:

ADA234752

Title:

Singular and Bang-Bang Stochastic Control.

Descriptive Note:

Final rept. 1 Oct 1988-30 Sep 1990,

Corporate Author:

CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF MATHEMATICS

Personal Author(s):

Report Date:

1990-09-30

Pagination or Media Count:

2.0

Abstract:

Research supported by this grant focussed on the regularity of the value function for multi-dimensional singular stochastic control problems. In addition, a multi-dimensional finite-fuel problem has been studied, and known results for one dimensional problems have been extended to higher dimensions.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE