Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (Q3320264): Difference between revisions
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Latest revision as of 21:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers |
scientific article |
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Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (English)
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1984
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Singular control
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one-dimensional diffusion
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infinite horizon model
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absorption
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reflection
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optimal policy
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