Singular stochastic control and optimal stopping with partial information of Itô--Lévy processes
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References listed on IDEAS
- Ioannis Karatzas & Fridrik M. Baldursson, 1996. "Irreversible investment and industry equilibrium (*)," Finance and Stochastics, Springer, vol. 1(1), pages 69-89.
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KeywordsSingular stochastic control; maximum principles; reflected BSDEs; optimal stopping; partial information; Itô--Lévy processes; jump diffusions;
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