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]

@article{FedericoFRR21,
  title = {On a Class of Infinite-Dimensional Singular Stochastic Control Problems},
  author = {Salvatore Federico and Giorgio Ferrari and Frank Riedel and Michael Röckner},
  year = {2021},
  doi = {10.1137/20M136757X},
  url = {https://doi.org/10.1137/20M136757X},
  researchr = {https://researchr.org/publication/FedericoFRR21},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {59},
  number = {2},
  pages = {1680-1704},
}