Connections between Singular Control and Optimal Switching
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Publication:3614800
DOI10.1137/060669024zbMath1157.93042OpenAlexW2073097666MaRDI QIDQ3614800
Publication date: 10 March 2009
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060669024
Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Stochastic games, stochastic differential games (91A15) Games of timing (91A55)
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