A class of nonsymmetric singular stochastic control of ``fail-stop

zbMATH Open1274.93288MaRDI QIDQ4927520FDOQ4927520

Authors: Qingyu Wu, S. L. Sun, Detong Zhu 

Publication date: 20 June 2013

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zbMATH Keywords

cost functionstopping timesingular stochastic controlstate process``fail-stop control strategydiscount problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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