"A Numerical Method for Solving Singular Stochastic Control Problems."

Sunil Kumar, Kumar Muthuraman (2004)

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DOI: 10.1287/OPRE.1030.0107

access: closed

type: Journal Article

metadata version: 2020-03-31

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Sunil Kumar, Kumar Muthuraman:
A Numerical Method for Solving Singular Stochastic Control Problems. Oper. Res. 52(4): 563-582 (2004)

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