Solving singular control from optimal switching
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Publication:945041
DOI10.1007/S10690-008-9071-3zbMATH Open1143.93025OpenAlexW2144338081MaRDI QIDQ945041FDOQ945041
Authors: Xin Guo, Pascal Tomecek 
Publication date: 10 September 2008
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10690-008-9071-3
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Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Optimal stochastic control (93E20)
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