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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesTiziano De Angelis, Giorgio Ferrari, John Moriarty. siamco, 53(3):1199-1223, 2015. [doi] On a Class of Infinite-Dimensional Singular Stochastic Control ProblemsSalvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner. siamco, 59(2):1680-1704, 2021. [doi]
The following publications are possibly variants of this publication: