A class of singular stochastic control problems
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Publication:4750516
DOI10.2307/1426435zbMath0511.93076OpenAlexW4241376405MaRDI QIDQ4750516
Publication date: 1983
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1426435
Brownian motion (60J65) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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