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

MaRDI QIDQ4927520zbMATH OpenFDO

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

Publication date 20 June 2013

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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