On singular control of reflected diffusions
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Publication:6628941
DOI10.1214/24-ecp621MaRDI QIDQ6628941
Publication date: 29 October 2024
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Stochastic models in economics (91B70) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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