"Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A ..."

Luis H. R. Alvarez (2001)

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DOI: 10.1137/S0363012900367825

access: closed

type: Journal Article

metadata version: 2020-07-09

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Luis H. R. Alvarez:
Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems. SIAM J. Control. Optim. 39(6): 1697-1710 (2001)

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