A singular stochastic control problem with direction switching cost (Q6182685): Difference between revisions

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Latest revision as of 21:59, 23 August 2024

scientific article; zbMATH DE number 7795040
Language Label Description Also known as
English
A singular stochastic control problem with direction switching cost
scientific article; zbMATH DE number 7795040

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    A singular stochastic control problem with direction switching cost (English)
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    25 January 2024
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    singular stochastic control
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    stochastic switching
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    direction switching cost
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    HJB equations
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    Brownian motion
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    explicit solution
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