Optimal stopping and impulse control in the presence of an anticipated regime switch
Luis H. R. Alvarez E., Wiljami Sillanpää
| Year of publication: |
2023
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|---|---|
| Authors: | Alvarez, Luis H. R. ; Sillanpää, Wiljami |
| Published in: |
Mathematical methods of operations research : ZOR. - Berlin : Springer, ISSN 1432-5217, ZDB-ID 1459420-1. - Vol. 98.2023, 2, p. 205-230
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| Subject: | Anticipative control | Diffusions | Impulse control | Optimal stopping | Regime switching |
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