A singular control model with application to the goodwill problem
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Publication:952745
DOI10.1016/j.spa.2008.01.001zbMath1149.93037arXiv0711.2143OpenAlexW1997214367WikidataQ58060569 ScholiaQ58060569MaRDI QIDQ952745
Andrew Jack, Timothy C. Johnson, Mihail Zervos
Publication date: 14 November 2008
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.2143
Dynamic programming in optimal control and differential games (49L20) Stochastic models in economics (91B70) Optimal stochastic control (93E20) Diffusion processes (60J60) Existence theories for optimal control problems involving ordinary differential equations (49J15)
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