A Numerical Method for Solving Singular Stochastic Control Problems

DOI10.1287/opre.1030.0107zbMath1165.49305OpenAlexW2161564267MaRDI QIDQ5321735

Kumar Muthuraman, Sunil Kumar

Publication date: 14 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1030.0107

Mathematics Subject Classification ID

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