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Revision as of 02:25, 5 March 2024

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Singular control with state constraints on unbounded domain
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    Singular control with state constraints on unbounded domain (English)
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    12 January 2007
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    viscosity solutions
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    Hamilton-Jacobi-Bellman equation
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    Skorokhod problem
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    Brownian control problems
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    stochastic networks
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