Optimality of doubly reflected Lévy processes in singular control (Q2348300): Difference between revisions

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Optimality of doubly reflected Lévy processes in singular control
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    Optimality of doubly reflected Lévy processes in singular control (English)
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    11 June 2015
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    optimality
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    doubly reflected Lévy processes
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    singular control
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    fluctuation theory
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    scale functions
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