Connections between Singular Control and Optimal Switching (Q3614800): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections between Singular Control and Optimal Switching |
scientific article |
Statements
Connections between Singular Control and Optimal Switching (English)
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10 March 2009
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singular stochastic control
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optimal switching
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Dynkin games
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reversible investment
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