Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
type: Item
instance of: scholarly article
title: Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
zbMATH Open document ID: 0551.93078
DOI: 10.1137/0322054
author: Ioannis Karatzas
author: Steven Shreve
published in: SIAM Journal on Control and Optimization
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 49J55
zbMATH DE Number: 3878824
zbMATH Keywords: singular stochastic control
zbMATH Keywords: monotone follower problem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1137/0322054
OpenAlex ID: W2079246218
description: scientific article