On an optimal extraction problem with regime switching (Q5215020)

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scientific article; zbMATH DE number 7163662
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English
On an optimal extraction problem with regime switching
scientific article; zbMATH DE number 7163662

    Statements

    title
    On an optimal extraction problem with regime switching (English)
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    author
    Giorgio Ferrari
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    Shuzhen Yang
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    publication date
    5 February 2020
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    zbMATH Keywords
    singular stochastic control
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    optimal stopping
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    regime switching
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    Hamilton-Jacobi-Bellman equation
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    free boundary
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    commodity extraction
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    optimal selling
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    cites work
    Q3957682
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    Q5506191
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    Q3378055
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    Q4226355
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    Q3977320
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    Q4693053
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    Identifiers

    DOI
    10.1017/apr.2018.31
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    Mathematics Subject Classification ID
    91B76
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    93E20
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    60G40
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    60J28
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    zbMATH DE Number
    7163662
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    OpenAlex ID
    W3121713678
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    arXiv ID
    1602.06765
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    Wikidata QID
    Q128938970
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