scientific article; zbMATH DE number 2059681

MaRDI QIDQ4457950zbMATHFDO

Authors Suo Ping Li, Haibo Yang, Kunhui Liu

Publication date 17 March 2004

zbMATH Keywords

singular stochastic controldiscretionary stoppingfail-stop control strategy

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• scientific article; zbMATH DE number 2077074

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• A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
• An extended class of singular stochastic control models of fail-stop
• A class of nonsymmetric singular stochastic control of ``fail-stop
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping
• ``Fail-stop singular stochastic control problem with general cost structure
• A problem of singular stochastic control with discretionary stopping
• A class of ``fail-stop singular stochastic control problems with drift

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