Optimal stopping and impulse control in the presence of an anticipated regime switch
Luis H.R. Alvarez E., Wiljami Sillanpää
| Year of publication: |
2023
|
|---|---|
| Authors: | Alvarez, Luis H. R. ; Sillanpää, Wiljami |
| Subject: | Anticipative control | Diffusions | Impulse control | Optimal stopping | Regime switching | Suchtheorie | Search theory | Kontrolltheorie | Control theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-023-00838-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423849