Singular stochastic control and optimal stopping (Q4722939)
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scientific article; zbMATH DE number 3996767
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular stochastic control and optimal stopping |
scientific article; zbMATH DE number 3996767 |
Statements
Singular stochastic control and optimal stopping (English)
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1987
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controlling a Brownian motion
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optimal stopping for Brownian motion
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reflected and non-reflected control problems
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Tanaka-Meyer formula for semimartingales
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