Solving singular control from optimal switching
type: Item
instance of: scholarly article
title: Solving singular control from optimal switching
zbMATH Open document ID: 1143.93025
author: Xin Guo
author: Pascal Tomecek
published in: Asia-Pacific Financial Markets
publication date: 2008-09-10T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91A15
zbMATH DE Number: 5324385
zbMATH Keywords: singular stochastic control
zbMATH Keywords: optimal switching
zbMATH Keywords: Dynkin's game
zbMATH Keywords: reversible investment
zbMATH Keywords: smooth fit principle
MaRDI profile type: Publication
full work available at URL: s10690-008-9071-3
OpenAlex ID: W2144338081
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DOI: 10.1007/S10690-008-9071-3
description: scientific article; zbMATH DE number 5324385