CONNECTIONS BETWEEN OPTIMAL STOPPING AND SINGULAR STOCHASTIC-CONTROL .1. MONOTONE FOLLOWER PROBLEMS

被引：123

作者：

KARATZAS, I ^{[1
]}

SHREVE, SE ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,DEPT MATH,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.1137/0322054

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：856 / 877

页数：22

共 24 条

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