Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes

Bernt Øksendal, Agnès Sulem. Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. SIAM J. Control and Optimization, 50(4):2254-2287, 2012. [doi]

Abstract

Abstract is missing.