Equivalent models for finite-fuel stochastic control (Q3775455)
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scientific article; zbMATH DE number 4035712
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equivalent models for finite-fuel stochastic control |
scientific article; zbMATH DE number 4035712 |
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Equivalent models for finite-fuel stochastic control (English)
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1986
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singular control
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local time
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Gittins index
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filtration
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one-dimensional Brownian motion
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stochastic control problem with finite fuel
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optimal stopping
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reflected follower problem
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monotone follower problem with absorption
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0.8518437743186951
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0.8503031730651855
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0.8487179279327393
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0.8318110704421997
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