"Optimal Singular Control Problem in Infinite Horizon for Stochastic ..."

Qian Feng, Jinghai Shao (2021)

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DOI: 10.1137/20M1348613

access: closed

type: Journal Article

metadata version: 2021-05-16

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Qian Feng, Jinghai Shao:
Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching. SIAM J. Control. Optim. 59(2): 906-930 (2021)

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