A problem of singular stochastic control with discretionary stopping
type: Item
instance of: scholarly article
title: A problem of singular stochastic control with discretionary stopping
zbMATH Open document ID: 0796.93111
published in: The Annals of Applied Probability
publication date: 1994-06-19T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 591429
zbMATH Keywords: singular stochastic control
zbMATH Keywords: optimal stopping
author: Mark H. A. Davis
author: Mihail Zervos
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1177005209
OpenAlex ID: W2084541012
DOI: 10.1214/AOAP/1177005209
description: scientific article; zbMATH DE number 591429