Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082)
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scientific article; zbMATH DE number 7680330
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| default for all languages | No label defined |
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| English | Dynamic programming principle for classical and singular stochastic control with discretionary stopping |
scientific article; zbMATH DE number 7680330 |
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Dynamic programming principle for classical and singular stochastic control with discretionary stopping (English)
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27 April 2023
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dynamic programming principle
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stochastic control
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singular control
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discretionary stopping
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0.8310090899467468
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0.8155425786972046
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0.7946850657463074
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0.7807745933532715
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