Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem (Q4507426): Difference between revisions
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Latest revision as of 17:11, 5 March 2024
scientific article; zbMATH DE number 1519326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem |
scientific article; zbMATH DE number 1519326 |
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Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem (English)
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18 October 2000
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singular stochastic control
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optimal policy
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Skorokhod problem
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