On an optimal extraction problem with regime switching (Q5215020)
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scientific article; zbMATH DE number 7163662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an optimal extraction problem with regime switching |
scientific article; zbMATH DE number 7163662 |
Statements
On an optimal extraction problem with regime switching (English)
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5 February 2020
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singular stochastic control
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optimal stopping
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regime switching
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Hamilton-Jacobi-Bellman equation
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free boundary
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commodity extraction
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optimal selling
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