A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions (Q3060367)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions |
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A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions (English)
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3 December 2010
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geometric Brownian motion
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variational inequality
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viscosity solutions
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singular stochastic control
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optimal stopping
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