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Preprint 21031


Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls

Authors: Jodi Dianetti, Giorgio Ferrari Projects: C4
Published: Stochastic Processes and their Applications 162 (2023), 547–592
Submission Date: 16.03.2021 Submitter: Frank Riedel
Download: PDF
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