On a class of singular stochastic control problems for reflected diffusions
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Publication:2633337
DOI10.1016/j.jmaa.2019.01.004zbMath1415.93291arXiv1711.03741OpenAlexW2963336704WikidataQ128627038 ScholiaQ128627038MaRDI QIDQ2633337
Publication date: 8 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.03741
variational inequalityoptimal stoppingoptimal harvestingsingular stochastic controloptimal dividendreflected one-dimensional diffusions
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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