A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries

Tiziano De Angelis, Giorgio Ferrari, John Moriarty. A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. SIAM J. Control and Optimization, 53(3):1199-1223, 2015. [doi]

Abstract

Abstract is missing.