Finite-Fuel Singular Control With Discretionary Stopping (Q2706903)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-Fuel Singular Control With Discretionary Stopping |
scientific article |
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Finite-Fuel Singular Control With Discretionary Stopping (English)
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19 February 2002
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optimal stopping
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free-boundary problem
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generalized Itô formula
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principle of smooth-fit
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finite-fuel singular stochastic control
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variational inequality
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