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- W4292596096 abstract "Abstract This paper studies a mixed singular/switching stochastic control problem for a multidimensional diffusion with multiple regimes on a bounded domain. Using probabilistic partial differential equation and penalization techniques, we show that the value function associated with this problem agrees with the solution to a Hamilton–Jacobi–Bellman equation. In this way, we see that the regularity of the value function is $ textrm{C}^{0,1}cap textrm{W}^{2,infty}_{textrm{loc}}$ ." @default.
- W4292596096 created "2022-08-22" @default.
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- W4292596096 date "2022-08-22" @default.
- W4292596096 modified "2023-09-25" @default.
- W4292596096 title "On a mixed singular/switching control problem with multiple regimes" @default.
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- W4292596096 doi "https://doi.org/10.1017/apr.2021.57" @default.
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