✦ LIBER ✦

Singular stochastic control and optimal stopping

✍ Scribed by Baldursson, Friorik mar

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Connection between Singular Stochastic

✍ Fred Espen Benth; Kristin Reikvam 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 225 KB

Connections between optimal stopping and

✍ Frederik Boetius; Michael Kohlmann 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 220 KB

Optimal Stopping Problems in Stochastic

✍ Avner Friedman 📂 Article 📅 1979 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 233 KB

Mayer and optimal stopping stochastic co

✍ Dan Goreac; Oana-Silvia Serea 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 231 KB

Optimal stopping and stochastic control

✍ Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt; Turpin, Isabelle 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 156 KB

Necessary conditions for optimal singula

✍ Dufour, F.; Miller, B. 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 358 KB