Optimality of doubly reflected Lévy processes in singular control (Q2348300): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality of doubly reflected Lévy processes in singular control |
scientific article |
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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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