A singular stochastic control problem with direction switching cost (Q6182685)
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scientific article; zbMATH DE number 7795040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A singular stochastic control problem with direction switching cost |
scientific article; zbMATH DE number 7795040 |
Statements
A singular stochastic control problem with direction switching cost (English)
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25 January 2024
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singular stochastic control
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stochastic switching
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direction switching cost
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HJB equations
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Brownian motion
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explicit solution
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