Optimal Selling Strategy With Piecewise Linear Drift Function

In this paper the optimal decision to sell a stock in a given time is investigated when the drift term in Black Scholes setting is a piecewise linear function of time. The goal is to minimize the expected relative error between the discounted selling price and the discounted maximum price over a given time horizen. With the drift changing to a piecewise linear function, we are interested in that if the trend of the stock price changes during the same time horizen, and what would be the impact on the selling strategy