A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850)
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English | A note on asymptotics between singular and constrained control problems of one-dimensional diffusions |
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A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (English)
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24 October 2022
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bounded variation control
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singular stochastic control
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diffusion process
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resolvent semigroup
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Poisson process
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ergodic control
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