Stochastic exit-time control on the half-line over a finite horizon
Fuente:
arXiv
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| Auteur principal: | Zawisza, Dariusz |
|---|---|
| Format: | Preprint |
| Publié: |
2025
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Documents similaires
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Stochastic control on the half-line and applications to the optimal dividend/consumption problem
par: Zawisza, Dariusz
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par: Bertucci, Charles
Publié: (2023) -
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par: Daudin, Samuel, et autres
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Publié: (2025)