"A Nonconvex Singular Stochastic Control Problem and its Related Optimal ..."

Tiziano De Angelis, Giorgio Ferrari, John Moriarty (2015)

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DOI: 10.1137/14096801X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Tiziano De Angelis, Giorgio Ferrari, John Moriarty:
A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. SIAM J. Control. Optim. 53(3): 1199-1223 (2015)

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