Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems
: Luis Alvarez Esteban
: 2001
: SIAM Journal on Control and Optimization
Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems
: Luis Alvarez Esteban
: 2001
: SIAM Journal on Control and Optimization