Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls

Stochastic Processes and their Applications - Tập 162 - Trang 547-592 - 2023
Jodi Dianetti1, Giorgio Ferrari1
1Center for Mathematical Economics (IMW), Bielefeld University, Universitätsstrasse 25, 33615, Bielefeld, Germany

Tài liệu tham khảo

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