On Stochastic Optimization Problems and an Application in Finance - BestMasters
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Published By Springer Fachmedien Wiesbaden

9783658256906, 9783658256913

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A singular stochastic control problem

On Stochastic Optimization Problems and an Application in Finance - BestMasters ◽

10.1007/978-3-658-25691-3_2 ◽

2019 ◽

pp. 35-51

Author(s):

Josef Anton Strini

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Singular Stochastic Control ◽

Stochastic Control Problem

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Establishing the solution

On Stochastic Optimization Problems and an Application in Finance - BestMasters ◽

10.1007/978-3-658-25691-3_3 ◽

2019 ◽

pp. 53-94

Author(s):

Josef Anton Strini

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Preliminaries

On Stochastic Optimization Problems and an Application in Finance - BestMasters ◽

10.1007/978-3-658-25691-3_1 ◽

2019 ◽

pp. 1-34

Author(s):

Josef Anton Strini

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