A Singular Stochastic Control Problem with Interconnected Dynamics
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Publication:5130896
DOI10.1137/19M1296288zbMath1451.93416arXiv1909.12045MaRDI QIDQ5130896
Giorgio Ferrari, Salvatore Federico, Patrick Schuhmann
Publication date: 29 October 2020
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.12045
Macroeconomic theory (monetary models, models of taxation) (91B64) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Games of timing (91A55)
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