Game of Singular Stochastic Control and Strategic Exit
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Publication:3465937
DOI10.1287/moor.2014.0700zbMath1330.91027MaRDI QIDQ3465937
H. Dharma Kwon, Hongzhong Zhang
Publication date: 29 January 2016
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.2014.0700
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
91A15: Stochastic games, stochastic differential games
90B60: Marketing, advertising
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