Optimal Policies forn-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem
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Publication:4507426
DOI10.1137/S0363012998347535zbMath0990.93134MaRDI QIDQ4507426
Publication date: 18 October 2000
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
93E20: Optimal stochastic control
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