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"From the Optimal Singular Stochastic Control to the Optimal Stopping for ..."

Jinghai Shao, Taoran Tian (2023)

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DOI: 10.1137/22M1506705

access: closed

type: Journal Article

metadata version: 2023-08-18

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Jinghai Shao, Taoran Tian:
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes. SIAM J. Control. Optim. 61(3): 1631-1650 (2023)

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