A solvable singular control problem driven by a jump diffusion process with applications (Q2803407)
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scientific article; zbMATH DE number 6577492
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A solvable singular control problem driven by a jump diffusion process with applications |
scientific article; zbMATH DE number 6577492 |
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A solvable singular control problem driven by a jump diffusion process with applications (English)
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4 May 2016
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jump-diffusions
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singular control
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optimal switching
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inventory control
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