Connections between Singular Control and Optimal Switching (Q3614800): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:02, 5 March 2024
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)
0 references
10 March 2009
0 references
singular stochastic control
0 references
optimal switching
0 references
Dynkin games
0 references
reversible investment
0 references
