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"Singular Control Optimal Stopping of Memory Mean-Field Processes."

Nacira Agram et al. (2019)

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DOI: 10.1137/18M1174787

access: closed

type: Journal Article

metadata version: 2020-07-03

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  dblp key:
  - journals/siamma/AgramBOP19
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  - https://dblp.org/rec/journals/siamma/AgramBOP19
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske:
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51(1): 450-468 (2019)

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