A class of nonsymmetric singular stochastic control of ``fail-stop'' (Q4927520)
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scientific article; zbMATH DE number 6177742
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| English | A class of nonsymmetric singular stochastic control of ``fail-stop'' |
scientific article; zbMATH DE number 6177742 |
Statements
20 June 2013
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singular stochastic control
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stopping time
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discount problem
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``fail-stop'' control strategy
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cost function
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state process
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0.9427098631858826
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0.9176871180534364
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0.9002529978752136
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