Singular stochastic control problems

Francois Dufour, Boris Miller

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

Original language	English
Pages (from-to)	708 - 730
Number of pages	23
Journal	SIAM Journal on Control and Optimization
Volume	43
Issue number	2
Publication status	Published - 2004

Cite this

@article{c04ce2d4390f404093ba8fc72a972ff8,

title = "Singular stochastic control problems",

author = "Francois Dufour and Boris Miller",

year = "2004",

language = "English",

volume = "43",

pages = "708 -- 730",

journal = "SIAM Journal on Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial & Applied Mathematics (SIAM)",

number = "2",

}