A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
نویسندگان
چکیده
منابع مشابه
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2019
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2018.0934