scientific article; zbMATH DE number 2077074

MaRDI QIDQ4470449zbMATH OpenFDO

Authors Suo Ping Li, Haibo Yang, Kunhui Liu

Publication date 1 July 2004

zbMATH Keywords

fail-stop strategyItô formulastochastic integralstopping timevariation equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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(6)

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• A class of ``fail-stop singular stochastic control problems with drift
• ``Fail-stop singular stochastic control problem with general cost structure

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