Open AccessOptimal stopping and free boundary characterizations for some Brownian control problems
Author(s) -
Amarjit Budhiraja,
Kevin J. Ross
Publication year - 2008
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/0stv-5175
Subject(s) - optimal stopping , brownian motion , boundary (topology) , mathematics , stopping time , optimal control , control (management) , mathematical optimization , mathematical economics , statistical physics , computer science , mathematical analysis , statistics , physics , artificial intelligence
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