An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
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Publication:6622693
DOI10.1007/S00245-024-10176-9MaRDI QIDQ6622693FDOQ6622693
Authors: Mauricio Junca, Harold A. Moreno-Franco, José Luis Pérez Garmendia
Publication date: 22 October 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Variational principles of physics (49S05)
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