Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic programming principle for classical and singular stochastic control with discretionary stopping |
scientific article |
Statements
Dynamic programming principle for classical and singular stochastic control with discretionary stopping (English)
0 references
27 April 2023
0 references
dynamic programming principle
0 references
stochastic control
0 references
singular control
0 references
discretionary stopping
0 references
0 references
0 references
0 references
0 references