Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes
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Publication:3143259
DOI10.1137/100793931zbMath1259.93135OpenAlexW2063518542MaRDI QIDQ3143259
Publication date: 29 November 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10852/41673
maximum principlesoptimal stoppingMalliavin calculuspartial informationsingular stochastic controljump diffusionsreflected BSDEsItô-Lévy processes
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