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Drift Control with Discretionary Stopping for a Diffusion

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Beneš, Václav E., Gaitsgori, Georgy, Karatzas, Ioannis
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Probability Primary 93E20, 60G40, Secondary 60J60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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