On solvability of a two-sided singular control problem
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DOI: 10.1007/s00186-012-0398-1
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Cited by:
- de Angelis, Tiziano & Ferrari, Giorgio, 2014. "A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis," Center for Mathematical Economics Working Papers 477, Center for Mathematical Economics, Bielefeld University.
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Keywords
Singular stochastic control; Two-sided control; Linear diffusion; 93E20; 60J60;All these keywords.
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