Dynamic programming principle for classical and singular stochastic control with discretionary stopping
type: Item
instance of: scholarly article
title: Dynamic programming principle for classical and singular stochastic control with discretionary stopping
author: Tiziano De Angelis
author: Alessandro Milazzo
published in: Applied Mathematics and Optimization
publication date: 2023-04-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/2111.09608
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60G07
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7680330
zbMATH Keywords: dynamic programming principle
zbMATH Keywords: stochastic control
zbMATH Keywords: singular control
zbMATH Keywords: discretionary stopping
MaRDI profile type: Publication
OpenAlex ID: W3212950099
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DOI: 10.1007/S00245-023-09975-3
description: scientific article; zbMATH DE number 7680330