From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892)

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scientific article; zbMATH DE number 7700218
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    From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
    scientific article; zbMATH DE number 7700218

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      From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (English)
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      22 June 2023
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      singular stochastic control
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      optimal stopping
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      regime-switching processes
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      comparison theorem
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