Problems of singular stochastic control with stopping, drift and diffusion (Q3016517)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5926719
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Problems of singular stochastic control with stopping, drift and diffusion |
scientific article; zbMATH DE number 5926719 |
Statements
19 July 2011
0 references
stochastic control
0 references
stopping time
0 references
singular control
0 references
drift
0 references
diffusion
0 references
0.8976970314979553
0 references
0.8940203189849854
0 references
0.8898510336875916
0 references
0.8813396692276001
0 references
0.8696119785308838
0 references
