Singular control and optimal stopping of SPDEs and backward SPDES with reflection

Tusheng Zhang, Bernt Oksendal, Agnes Sulem

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	464-486
Number of pages	22
Journal	Mathematics of Operations Research
Early online date	27 Jun 2013
DOIs	https://doi.org/10.1287/moor.2013.0602
Publication status	Published - 2014

Access to Document

@article{13cc902f079642ad9b5b3e903d67e57b,

title = "Singular control and optimal stopping of SPDEs and backward SPDES with reflection",

author = "Tusheng Zhang and Bernt Oksendal and Agnes Sulem",

year = "2014",

doi = "10.1287/moor.2013.0602",

language = "English",

pages = "464--486",

journal = "Mathematics of Operations Research",

issn = "1526-5471",

publisher = "INFORMS Institute for Operations Research and the Management Sciences",

}