Singular Stochastic Control Problems

F. Dufour, Boris M. Miller. Singular Stochastic Control Problems. SIAM J. Control and Optimization, 43(2):708-730, 2004. [doi]

@article{DufourM04,
  title = {Singular Stochastic Control Problems},
  author = {F. Dufour and Boris M. Miller},
  year = {2004},
  doi = {10.1137/S0363012902412719},
  url = {http://dx.doi.org/10.1137/S0363012902412719},
  researchr = {https://researchr.org/publication/DufourM04},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {43},
  number = {2},
  pages = {708-730},
}