Optimality of Two-Parameter Strategies in Stochastic Control (Q6173303)
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scientific article; zbMATH DE number 7715211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of Two-Parameter Strategies in Stochastic Control |
scientific article; zbMATH DE number 7715211 |
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Optimality of Two-Parameter Strategies in Stochastic Control (English)
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21 July 2023
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singular control
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impulse control
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zero-sum games
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optimal stopping
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spectrally one-sided Lévy processes
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scale functions
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