The research on singular stochastic control problem with stopping (Q3537342)
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scientific article; zbMATH DE number 5370937
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| English | The research on singular stochastic control problem with stopping |
scientific article; zbMATH DE number 5370937 |
Statements
24 November 2008
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singular type
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discretionary stopping
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variation process
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optimal control strategy
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0.8976970314979553
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0.8766488432884216
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0.8754236698150635
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0.869439423084259
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