Drift Control with Discretionary Stopping for a Diffusion

Fuente: arXiv

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Bibliographic Details
Main Authors:	Beneš, Václav E., Gaitsgori, Georgy, Karatzas, Ioannis
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability Primary 93E20, 60G40, Secondary 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.10043