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