Solving Singular Control from Optimal Switching
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References listed on IDEAS
- Boetius, Frederik & Kohlmann, Michael, 1998. "Connections between optimal stopping and singular stochastic control," Stochastic Processes and their Applications, Elsevier, vol. 77(2), pages 253-281, September.
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More about this item
KeywordsSingular stochastic control; Optimal switching; Dynkin’s game; Reversible investment; Smooth fit principle;
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