"A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem ..."

Tiziano De Angelis, Giorgio Ferrari, John Moriarty (2019)

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DOI: 10.1287/MOOR.2018.0934

access: closed

type: Journal Article

metadata version: 2019-06-02

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Tiziano De Angelis, Giorgio Ferrari, John Moriarty:
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs. Math. Oper. Res. 44(2): 512-531 (2019)

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