Singular stochastic control, linear diffusions and the smooth-fit principle

Singular stochastic control, linear diffusions and the smooth-fit principle

datePublished

• 1996

identifier

• propertyID: FI-FENNI value: 503687
• propertyID: FI-MELINDA value: 000181678
• propertyID: skl value: fx503687

isbn

• 9512907895

isPartOf

• Fennica
• University of Turku, Institute for Applied Mathematics : C, Lecture notes

name

• Singular stochastic control, linear diffusions and the smooth-fit principle

numberOfPages

• 18 s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Turku organizer: Turun yliopisto

publisher

• Turun yliopisto