"A numerical method for solving singular Brownian control problems."

Sunil Kumar, Muthukumar Muthuraman (2000)

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DOI: 10.1109/CDC.2000.912817

access: closed

type: Conference or Workshop Paper

metadata version: 2022-03-30

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Sunil Kumar, Muthukumar Muthuraman:
A numerical method for solving singular Brownian control problems. CDC 2000: 522-527

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