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]
@article{AngelisFM15,
title = {A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries},
author = {Tiziano De Angelis and Giorgio Ferrari and John Moriarty},
year = {2015},
doi = {10.1137/14096801X},
url = {http://dx.doi.org/10.1137/14096801X},
researchr = {https://researchr.org/publication/AngelisFM15},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {53},
number = {3},
pages = {1199-1223},
}