From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892)
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scientific article; zbMATH DE number 7700218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes |
scientific article; zbMATH DE number 7700218 |
Statements
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (English)
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22 June 2023
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singular stochastic control
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optimal stopping
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regime-switching processes
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comparison theorem
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