A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis |
scientific article |
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A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (English)
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6 October 2014
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partially reversible investment
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singular stochastic control
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zero-sum optimal stopping games
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free-boundary problems
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Skorokhod reflection problem
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