Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems
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Publication:2706171
DOI10.1137/S0363012900367825zbMath0997.93102MaRDI QIDQ2706171
Publication date: 19 March 2001
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
optimal stoppingharvestingcash flow managementsingular stochastic controllinear diffusionslocal type optimallocal type policy
Population dynamics (general) (92D25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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