A problem of singular stochastic control with discretionary stopping
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Publication:1327614
DOI10.1214/aoap/1177005209zbMath0796.93111OpenAlexW2084541012MaRDI QIDQ1327614
Mihail Zervos, Mark H. A. Davis
Publication date: 19 June 1994
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005209
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