Playing with ghosts in a Dynkin game (2020)
Attributed to:
A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2020.05.005
Publication URI: http://dx.doi.org/10.1016/j.spa.2020.05.005
Type: Journal Article/Review
Parent Publication: Stochastic Processes and their Applications
Issue: 10