Equivalent models for finite-fuel stochastic control (Q3775455): Difference between revisions
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Revision as of 21:00, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivalent models for finite-fuel stochastic control |
scientific article |
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Equivalent models for finite-fuel stochastic control (English)
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1986
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singular control
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local time
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Gittins index
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filtration
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one-dimensional Brownian motion
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stochastic control problem with finite fuel
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optimal stopping
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reflected follower problem
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monotone follower problem with absorption
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