Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions

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Podrobná bibliografie
Vydáno v:	SIAM Journal on Control and Optimization Ročník 41; číslo 3; s. 682 - 699
Hlavní autoři:	Fukushima, Masatoshi, Taksar, Michael
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Philadelphia, PA Society for Industrial & Applied Mathematics (SIAM) 01.01.2002 Society for Industrial and Applied Mathematics
Témata:	Applied sciences Computer science; control theory; systems Control system analysis Control theory. Systems Exact sciences and technology Mathematics Miscellaneous Numerical analysis Numerical analysis. Scientific computation Numerical methods in mathematical programming, optimization and calculus of variations Numerical methods in optimization and calculus of variations Operational research and scientific management Operational research. Management science Optimization. Search problems Sciences and techniques of general use Singular control Singularity Costs Free boundary Probabilistic approach Optimal stopping Dirichlet form One dimensional model Zero sum game Stochastic control Free boundary problem
ISSN:	0363-0129, 1095-7138
On-line přístup:	Získat plný text
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Popis
ISSN:	0363-0129 1095-7138
DOI:	10.1137/s0363012901387136