Solving Singular Control from Optimal Switching

Xin Guo () and Pascal Tomecek ()

Asia-Pacific Financial Markets, 2008, vol. 15, issue 1, 25-45

Keywords: Singular stochastic control; Optimal switching; Dynkin’s game; Reversible investment; Smooth fit principle (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10690-008-9071-3

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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