A Singular Stochastic Control Problem with Interconnected Dynamics

Salvatore Federico, Giorgio Ferrari, Patrick Schuhmann. A Singular Stochastic Control Problem with Interconnected Dynamics. SIAM J. Control and Optimization, 58(5):2821-2853, 2020. [doi]

Authors

Salvatore Federico

This author has not been identified. Look up 'Salvatore Federico' in Google

Giorgio Ferrari

This author has not been identified. Look up 'Giorgio Ferrari' in Google

Patrick Schuhmann

This author has not been identified. Look up 'Patrick Schuhmann' in Google