The research on singular stochastic control problem with stopping

zbMATH Open1164.93420MaRDI QIDQ3537342FDOQ3537342

Authors: Xiangli Liu, Ximing Cheng, Shouyang Wang 

Publication date: 24 November 2008

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• scientific article; zbMATH DE number 2064421

zbMATH Keywords

optimal control strategysingular typediscretionary stoppingvariation process

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (7)

• Title not available (Why is that?)
• A class of extended singular stochastic models with stopping time
• Problems of singular stochastic control with stopping, drift and diffusion
• A problem of singular stochastic control with discretionary stopping
• Stochastic maximum principle for optimal control problem with a stopping time cost functional
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
• A class of singular stochastic controls with stopping time

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