Singular control optimal stopping of memory mean-field processes (Q4624923)
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scientific article; zbMATH DE number 7026353
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| English | Singular control optimal stopping of memory mean-field processes |
scientific article; zbMATH DE number 7026353 |
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Singular Control Optimal Stopping of Memory Mean-Field Processes (English)
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20 February 2019
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memory mean-field stochastic differential equation
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reflected advanced meanfield backward stochastic differential equation
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singular control
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optimal stopping
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0.8319029211997986
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0.8130562901496887
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0.7822239995002747
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0.7754735946655273
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