Stochastics and Stochastic Reports

, volume 76 , issue 4 , pages 323-337

Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes

Claudia Ceci ¹

Bruno Bassan ²

Hide authors affiliations Show authors affiliations: 2 affiliations

a Dipartimento di Scienze , Università di Chieti , Viale Pindaro 87, I-65127, Pescara, Italy |

b Dipartimento di Matematica , Università “La Sapienza” , P. A. Moro 5, I-00185, Roma, Italy |

Publication type: Journal Article

Publication date: 2004-08-01

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Stochastics and Stochastic Reports

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ISSN: 10451129

DOI: 10.1080/10451120410001728436

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Ceci C., Bassan B. Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes // Stochastics and Stochastic Reports. 2004. Vol. 76. No. 4. pp. 323-337.

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RIS Copy

TY - JOUR

DO - 10.1080/10451120410001728436

UR - https://doi.org/10.1080/10451120410001728436

TI - Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes

T2 - Stochastics and Stochastic Reports

AU - Ceci, Claudia

AU - Bassan, Bruno

PY - 2004

DA - 2004/08/01

PB - Taylor & Francis

SP - 323-337

IS - 4

VL - 76

SN - 1045-1129

ER -

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@article{2004_Ceci,

author = {Claudia Ceci and Bruno Bassan},

title = {Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes},

journal = {Stochastics and Stochastic Reports},

year = {2004},

volume = {76},

publisher = {Taylor & Francis},

month = {aug},

url = {https://doi.org/10.1080/10451120410001728436},

number = {4},

pages = {323--337},

doi = {10.1080/10451120410001728436}

}

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Ceci, Claudia, and Bruno Bassan. “Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes.” Stochastics and Stochastic Reports, vol. 76, no. 4, Aug. 2004, pp. 323-337. https://doi.org/10.1080/10451120410001728436.

Publisher

Taylor & Francis

Journal

Stochastics and Stochastic Reports

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—

CiteScore

—

Impact factor

—

ISSN

10451129 (Print)