Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems (Q2706171)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems |
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Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems (English)
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19 March 2001
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local type optimal
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local type policy
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singular stochastic control
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linear diffusions
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optimal stopping
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harvesting
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cash flow management
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