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scientific article; zbMATH DE number 14970

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Publication:3977320
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zbMATH Open0850.93739MaRDI QIDQ3977320FDOQ3977320


Authors: Steven Shreve Edit this on Wikidata


Publication date: 25 June 1992



Title of this publication is not available (Why is that?)




Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)



Cited In (9)

  • On the singular control of exchange rates
  • A partial history of the early development of continuous-time nonlinear stochastic systems theory
  • On a class of singular stochastic control problems for reflected diffusions
  • On an optimal extraction problem with regime switching
  • On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
  • Connections between optimal stopping and singular stochastic control
  • A dynamic analytic method for risk-aware controlled martingale problems
  • An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
  • Generalized solution in singular stochastic control: The nondegenerate problem





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