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maximum principles
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subject:"maximum principle"
(154 results)
1
Singular stochastic control and optimal stopping with partial information of Itô--Lévy processes
Oksendal, Bernt
;
Sulem, Agnès
-
HAL
-
2011
general
maximum
principles
. The results are used to find connections between singular stochastic control, reflected BSDEs and …
Persistent link: https://www.econbiz.de/10009220692
Saved in:
2
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection
Øksendal, Bernt K.
;
Sulem, Agnès
;
Zhang, Tusheng
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 464-486
Persistent link: https://www.econbiz.de/10010384186
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