A solvable singular control problem driven by a jump diffusion process with applications (Q2803407)
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scientific article; zbMATH DE number 6577492
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|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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4 May 2016
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jump-diffusions
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singular control
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optimal switching
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inventory control
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0.8248167037963867
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0.8098320960998535
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0.8021537065505981
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0.7981112003326416
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0.7971475124359131
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