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Search: subject:"bounded-variation stochastic control"
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Dynkin games
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bounded-variation stochastic control
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free boundaries
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inventory management
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partial observation
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Federico, Salvatore
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Two-sided singular control of an inventory with unknown demand trend
Federico, Salvatore
;
Ferrari, Giorgio
;
Rodosthenous, …
-
2021
formulations, links between two-dimensional
bounded-variation
stochastic
control
problems and games of optimal stopping, and …
Persistent link: https://www.econbiz.de/10012606396
Saved in:
2
Two-sided singular control of an inventory with unknown demand trend
Federico, Salvatore
;
Ferrari, Giorgio
;
Rodosthenous, …
-
2021
formulations, links between two-dimensional
bounded-variation
stochastic
control
problems and games of optimal stopping, and …
Persistent link: https://www.econbiz.de/10012436809
Saved in:
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