Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal expulsion and optimal confinement of a Brownian particle with a switching cost |
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Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (English)
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6 October 2014
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stochastic control with switching cost
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principle of smooth fit
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free boundary problems
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martingale method
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