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Minimizing a Quadratic Payoff with Monotone Controls (Q3776944)

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Minimizing a Quadratic Payoff with Monotone Controls
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    Minimizing a Quadratic Payoff with Monotone Controls (English)
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    1987
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    Monotone controls
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    quadratic payoff
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    variational inequalities in Sobolev spaces
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    regularity
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    switching points
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