A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon (Q3143254): Difference between revisions
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Latest revision as of 00:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon |
scientific article |
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A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon (English)
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29 November 2012
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singular stochastic control
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optimal stopping
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finite horizon
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HJB variational inequality
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free boundary
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