Control and stopping of a diffusion process on an interval
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Publication:1296591
DOI10.1214/aoap/1029962601zbMath0938.93067OpenAlexW1987538014MaRDI QIDQ1296591
Ioannis Karatzas, William D. Sudderth
Publication date: 27 June 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962601
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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