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Latest revision as of 02:11, 12 July 2024

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On singular control problems with state constraints and regime-switching: a viscosity solution approach
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    On singular control problems with state constraints and regime-switching: a viscosity solution approach (English)
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    3 June 2016
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    constrained viscosity solution
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    regime-switching diffusion
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    singular stochastic control
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    weak dynamic programming principle
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    quasi-variational inequality
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