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Average Optimal Singular Control and a Related Stopping Problem - MaRDI portal

Average Optimal Singular Control and a Related Stopping Problem (Q3676038)

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English
Average Optimal Singular Control and a Related Stopping Problem
scientific article

    Statements

    title
    Average Optimal Singular Control and a Related Stopping Problem (English)
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    publication date
    1985
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    zbMATH Keywords
    optimal stopping
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    stochastic control
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    optimal policy
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    two person game
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    author
    Michael I. Taksar
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    Identifiers

    DOI
    10.1287/moor.10.1.63
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    Mathematics Subject Classification ID
    93E20
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    60G40
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    91A60
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    60J65
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    91A05
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    35R35
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    zbMATH DE Number
    3896816
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    OpenAlex ID
    W2132973642
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