From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes

From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes

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Veröffentlicht in:SIAM journal on control and optimization 2023-01, Vol.61 (3), p.1631-1650
Hauptverfasser: Shao, Jinghai, Tian, Taoran
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Sprache:eng
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container_title SIAM journal on control and optimization
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creator Shao, Jinghai
Tian, Taoran
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title From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
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