On a Class of Infinite-Dimensional Singular Stochastic Control Problems

Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. SIAM J. Control and Optimization, 59(2):1680-1704, 2021. [doi]

Authors

Salvatore Federico

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Giorgio Ferrari

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Frank Riedel

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Michael Röckner

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