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Preprint 18018


A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs


Authors: Tiziano De Angelis, Giorgio Ferrari, John Moriarty Projects: C4
Published: Mathematics of Operations Research 44, no. 2 (2019), 512-531
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF

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