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Revision as of 20:00, 13 February 2024

scientific article; zbMATH DE number 4123660
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English
Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
scientific article; zbMATH DE number 4123660

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    Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem (English)
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    1989
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    Regularity
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    variational inequality
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    two-dimensional singular stochastic control problem
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