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"On a Class of Path-Dependent Singular Stochastic Control Problems."

Romuald Elie, Ludovic Moreau, Dylan Possamaï (2018)

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DOI: 10.1137/17M1114235

access: closed

type: Journal Article

metadata version: 2020-09-05

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Romuald Elie, Ludovic Moreau, Dylan Possamaï:
On a Class of Path-Dependent Singular Stochastic Control Problems. SIAM J. Control. Optim. 56(5): 3260-3295 (2018)

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