Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

Karatzas, Ioannis; Shreve, Steven E.

doi:10.1137/0322054

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Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

Author(s): Ioannis Karatzas , Steven E. Shreve

Publication date Created: November 1984

Publication date (Print): November 1984

Journal: SIAM Journal on Control and Optimization

Publisher: Society for Industrial & Applied Mathematics (SIAM)

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Title: SIAM Journal on Control and Optimization

Abbreviated Title: SIAM J. Control Optim.

Publisher: Society for Industrial & Applied Mathematics (SIAM)

ISSN (Print): 0363-0129

ISSN (Electronic): 1095-7138

Publication date Created: November 1984

Publication date (Print): November 1984

Volume: 22

Issue: 6

Pages: 856-877

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DOI: 10.1137/0322054

SO-VID: 9ea7c7e5-6c23-4c90-8f94-217f64a5ac59

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Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems

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