"A Problem of Singular Stochastic Control with Optimal Stopping in Finite ..."

Xiaoshan Chen, Fahuai Yi (2012)

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DOI: 10.1137/110832264

access: closed

type: Journal Article

metadata version: 2020-07-09

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Xiaoshan Chen, Fahuai Yi:
A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon. SIAM J. Control. Optim. 50(4): 2151-2172 (2012)

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