Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761)
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scientific article; zbMATH DE number 7754805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and impulse control in the presence of an anticipated regime switch |
scientific article; zbMATH DE number 7754805 |
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Optimal stopping and impulse control in the presence of an anticipated regime switch (English)
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25 October 2023
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optimal stopping
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impulse control
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regime switching
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anticipative control
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diffusions
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