Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082)
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scientific article; zbMATH DE number 7680330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic programming principle for classical and singular stochastic control with discretionary stopping |
scientific article; zbMATH DE number 7680330 |
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Dynamic programming principle for classical and singular stochastic control with discretionary stopping (English)
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27 April 2023
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dynamic programming principle
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stochastic control
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singular control
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discretionary stopping
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