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The following pages link to Degenerate Variance Control of a One-Dimensional Diffusion (Q4507442):

Displaying 3 items.

Towards an example of a nonconvex monotone follower control problem (Q844438) (← links)
Stochastic Feedback Control With One-Dimensional Degenerate Diffusions and Nonsmooth Value Functions (Q4566980) (← links)
Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)

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