"Singular Control Optimal Stopping of Memory Mean-Field Processes."

Nacira Agram et al. (2019)

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DOI: 10.1137/18M1174787

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type: Journal Article

metadata version: 2024-10-06

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Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske:
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51(1): 450-468 (2019)

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