Optimal Policies for n-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem

✍ Scribed by Kruk, Lukasz

• Book ID: 115464142
• Publisher: Society for Industrial and Applied Mathematics
• Year: 2000
• Tongue: English
• Weight: 216 KB
• Volume: 38
• Category: Article
• ISSN: 0363-0129
• DOI: 10.1137/s0363012998347535