Singular control problems in bounded intervals (Q3764785): Difference between revisions

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+https://doi.org/10.1080/17442508708833462
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+W1969189939
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+Additive Control of Stochastic Linear Systems with Finite Horizon
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+Elliptic Partial Differential Equations of Second Order
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+A class of singular stochastic control problems
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+An optimal stopping time problem with time average cost in a bounded interval
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