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"Expected Supremum Representation of the Value of a Singular Stochastic ..."

Luis H. R. Alvarez, Pekka Matomäki (2017)

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DOI: 10.1137/15M1034957

access: closed

type: Journal Article

metadata version: 2020-07-09

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Luis H. R. Alvarez, Pekka Matomäki:
Expected Supremum Representation of the Value of a Singular Stochastic Control Problem. SIAM J. Control. Optim. 55(6): 3908-3927 (2017)

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