A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs

Tiziano De Angelis, Giorgio Ferrari, John Moriarty. A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs. Math. Oper. Res., 44(2):512-531, 2019. [doi]

Abstract

Abstract is missing.