An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693)
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scientific article; zbMATH DE number 7930220
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| English | An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward |
scientific article; zbMATH DE number 7930220 |
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An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (English)
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22 October 2024
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singular control
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multibarrier strategies
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state-dependent instantaneous reward
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0.8192577362060547
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0.7855641841888428
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0.7709345817565918
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0.7627982497215271
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0.7622395157814026
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