A singular control problem with discretionary stopping for geometric Brownian motions (Q3060367)
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scientific article; zbMATH DE number 5822694
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| English | A singular control problem with discretionary stopping for geometric Brownian motions |
scientific article; zbMATH DE number 5822694 |
Statements
A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions (English)
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3 December 2010
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geometric Brownian motion
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variational inequality
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viscosity solutions
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singular stochastic control
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optimal stopping
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0.8803514838218689
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0.8406614065170288
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0.8378740549087524
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0.837786078453064
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0.8256582617759705
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