Maximum principle for singular stochastic control problems

Francois Dufour, Boris Miller

Research output: Contribution to journalArticleResearchpeer-review

35 Citations (Scopus)
Original languageEnglish
Pages (from-to)668 - 698
Number of pages31
JournalSIAM Journal on Control and Optimization
Volume45
Issue number2
DOIs
Publication statusPublished - 2006

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