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

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Vydané v:	SIAM Journal on Control and Optimization Ročník 41; číslo 3; s. 682 - 699
Hlavní autori:	Fukushima, Masatoshi, Taksar, Michael
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Philadelphia, PA Society for Industrial & Applied Mathematics (SIAM) 01.01.2002 Society for Industrial and Applied Mathematics
Predmet:	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
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Popis
ISSN:	0363-0129 1095-7138
DOI:	10.1137/s0363012901387136