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A singular control problem with an expected and a pathwise ergodic performance criterion - MaRDI portal

A singular control problem with an expected and a pathwise ergodic performance criterion

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Publication:995849

DOI10.1155/JAMSA/2006/82538zbMath1119.93069MaRDI QIDQ995849

Andrew Jack, Mihail Zervos

Publication date: 10 September 2007

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/53397




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