Finite-Fuel Singular Control With Discretionary Stopping

Stochastics An International Journal of Probability and Stochastic Processes 2000 / 12 Vol. 71; Iss. 1-2

Finite-Fuel Singular Control With Discretionary Stopping

Karatzas, Ioannis, Ocone, Daniel, Wang, Hui, Zervos, Mihail
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Volume:
71
Language:
english
Journal:
Stochastics and Stochastic Reports
DOI:
10.1080/17442500008834257
Date:
December, 2000
File:
PDF, 1.47 MB
english, 2000
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