Connections between Singular Control and Optimal Switching (Q3614800)

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Connections between Singular Control and Optimal Switching
scientific article

    Statements

    title
    Connections between Singular Control and Optimal Switching (English)
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    author
    Xin Guo
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    Pascal Tomecek
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    publication date
    10 March 2009
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1137/060669024
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    Mathematics Subject Classification ID
    93E20
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    49N60
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    91A15
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    91A55
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    zbMATH DE Number
    5527057
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