A Degenerate Variance Control Problem with Discretionary Stopping (Q3626705)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Degenerate Variance Control Problem with Discretionary Stopping |
scientific article |
Statements
A Degenerate Variance Control Problem with Discretionary Stopping (English)
0 references
22 May 2009
0 references
degenerate variance control
0 references
diffusion processes
0 references
discretionary stopping
0 references
