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An Optimal Multibarrier Strategy for a Singular Stochastic Control Problem with a State-Dependent Reward

Published Online: 2024-09-12

Published Print: 2024-10

Authors

Junca, Mauricio https://orcid.org/0000-0002-5541-0758
Moreno-Franco, Harold A.

Pérez, Jose-Luis
Funding

Funding for this research was provided by:

Facultad de Ciencias, Universidad de los Andes (INV-2021-128-2307)
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Text and Data Mining valid from 2024-09-12

Version of Record valid from 2024-09-12
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Article History

Accepted: 15 August 2024

First Online: 12 September 2024

Declarations

:

: The authors have not disclosed any competing interests.

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