Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (Q3343901): Difference between revisions

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Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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    Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (English)
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    1984
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    singular stochastic control
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    monotone follower problem
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