Solving singular control from optimal switching (Q945041)
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scientific article; zbMATH DE number 5324385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving singular control from optimal switching |
scientific article; zbMATH DE number 5324385 |
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Solving singular control from optimal switching (English)
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10 September 2008
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singular stochastic control
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optimal switching
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Dynkin's game
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reversible investment
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smooth fit principle
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