A problem of singular stochastic control with discretionary stopping (Q1327614)
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scientific article; zbMATH DE number 591429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A problem of singular stochastic control with discretionary stopping |
scientific article; zbMATH DE number 591429 |
Statements
A problem of singular stochastic control with discretionary stopping (English)
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19 June 1994
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singular stochastic control
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optimal stopping
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