Necessary conditions for optimal singular stochastic control problems

Francois Dufour, Boris Miller

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{2a0e2dbd3dab42458135505bc4f9a67a,

title = "Necessary conditions for optimal singular stochastic control problems",

author = "Francois Dufour and Boris Miller",

year = "2007",

language = "English",

volume = "79",

pages = "469 -- 504",

journal = "Stochastics",

issn = "1744-2508",

publisher = "Taylor & Francis",

number = "5",

}