scientific article; zbMATH DE number 2069455

MaRDI QIDQ4463387zbMATH OpenFDO

Authors Suo Ping Li, Haibo Yang

Publication date 27 May 2004

zbMATH Keywords

Brownian motionsngular stochastic controlstopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Optimal stochastic control (93E20)

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