Combined optimal stopping and singular stochastic control (Q3578748)
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: Combined optimal stopping and singular stochastic control |
scientific article; zbMATH DE number 5758752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Combined optimal stopping and singular stochastic control |
scientific article; zbMATH DE number 5758752 |
Statements
Combined Optimal Stopping and Singular Stochastic Control (English)
0 references
20 July 2010
0 references
generalized Itô formula
0 references
jump-diffusions
0 references
local time
0 references
optimal harvest
0 references
optimal stopping
0 references
reflecting diffusions
0 references
variational inequalities
0 references
0.8784566521644592
0 references
0.8282462954521179
0 references
0.8282124400138855
0 references
0.8276740312576294
0 references
0.8244945406913757
0 references
