A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon (Q3143254)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon |
scientific article |
Statements
A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon (English)
0 references
29 November 2012
0 references
singular stochastic control
0 references
optimal stopping
0 references
finite horizon
0 references
HJB variational inequality
0 references
free boundary
0 references
