On a class of singular stochastic control problems for reflected diffusions (Q2633337)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a class of singular stochastic control problems for reflected diffusions |
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On a class of singular stochastic control problems for reflected diffusions (English)
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8 May 2019
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reflected one-dimensional diffusions
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singular stochastic control
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variational inequality
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optimal stopping
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optimal dividend
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optimal harvesting
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