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Preprint 18018
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
Authors:
Tiziano De Angelis
,
Giorgio Ferrari
,
John Moriarty
Projects:
C4
Published: Mathematics of Operations Research
44
(2019), 512–531
Submission Date: 14.05.2018
Submitter:
Frank Riedel
Download:
PDF
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