"A singular stochastic control problem with direction switching cost."

Lukasz Kruk (2023)

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DOI: 10.1007/S00186-023-00839-8

access: open

type: Journal Article

metadata version: 2024-03-08

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Lukasz Kruk:
A singular stochastic control problem with direction switching cost. Math. Methods Oper. Res. 98(3): 325-349 (2023)

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