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"A Singular Stochastic Control Problem with Interconnected Dynamics."

Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann (2020)

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DOI: 10.1137/19M1296288

access: closed

type: Journal Article

metadata version: 2020-12-01

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Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann:
A Singular Stochastic Control Problem with Interconnected Dynamics. SIAM J. Control. Optim. 58(5): 2821-2853 (2020)

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