Xiaoshan Chen, Fahuai Yi. A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon. SIAM J. Control and Optimization, 50(4):2151-2172, 2012. [doi]
@article{ChenY12-17,
title = {A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon},
author = {Xiaoshan Chen and Fahuai Yi},
year = {2012},
doi = {10.1137/110832264},
url = {http://dx.doi.org/10.1137/110832264},
researchr = {https://researchr.org/publication/ChenY12-17},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {50},
number = {4},
pages = {2151-2172},
}