A constrained non-linear regular-singular stochastic control problem, with applications.
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Publication:2574623
DOI10.1016/j.spa.2003.09.008zbMath1075.93045OpenAlexW2018824293MaRDI QIDQ2574623
Publication date: 29 November 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2003.09.008
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