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Optimal stopping and impulse control in the presence of an anticipated regime switch.

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Bibliographic Details
Title: Optimal stopping and impulse control in the presence of an anticipated regime switch.
Authors: Alvarez E., Luis H. R.1, Sillanpää, Wiljami2, wtasil@utu.fi
Source: Mathematical Methods of Operations Research; Oct2023, Vol. 98 Issue 2, p205-230, 26p
Database: Applied Science & Technology Source
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Description
ISSN:14322994
DOI:10.1007/s00186-023-00838-9