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Latest revision as of 10:59, 30 July 2024

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Singular control of stochastic linear systems with recursive utility
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    Singular control of stochastic linear systems with recursive utility (English)
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    21 September 2006
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    Singular stochastic control
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    HJB equation
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    Free boundary problem
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    Diffusion with reflections
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    Backward stochastic differential equation
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