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"Characterization of the Optimal Policy for a Multidimensional Parabolic ..."

Marcin Boryc, Lukasz Kruk (2016)

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DOI: 10.1137/15M1051889

access: closed

type: Journal Article

metadata version: 2020-07-09

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Marcin Boryc, Lukasz Kruk:
Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem. SIAM J. Control. Optim. 54(3): 1657-1677 (2016)

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