scientific article; zbMATH DE number 2059681

zbMATH Open1044.93066MaRDI QIDQ4457950FDOQ4457950

Authors: Suo Ping Li, Haibo Yang, Kunhui Liu 

Publication date: 17 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

singular stochastic controldiscretionary stoppingfail-stop control strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (4)

• Dynamic programming principle for classical and singular stochastic control with discretionary stopping
• A problem of singular stochastic control with discretionary stopping
• ``Fail-stop singular stochastic control problem with general cost structure
• A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping

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