A solvable singular control problem driven by a jump diffusion process with applications (Q2803407)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A solvable singular control problem driven by a jump diffusion process with applications |
scientific article; zbMATH DE number 6577492
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A solvable singular control problem driven by a jump diffusion process with applications |
scientific article; zbMATH DE number 6577492 |
Statements
A solvable singular control problem driven by a jump diffusion process with applications (English)
0 references
4 May 2016
0 references
jump-diffusions
0 references
singular control
0 references
optimal switching
0 references
inventory control
0 references
0 references
0 references
0 references
0.8248167037963867
0 references
0.8098320960998535
0 references
0.8021537065505981
0 references
0.7981112003326416
0 references
0.7971475124359131
0 references
