Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems (Q3691567)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems |
scientific article |
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Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems (English)
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1985
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reflected follower
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optimal stopping problem with absorption
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Brownian motion
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