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]

@article{FedericoFS20,
  title = {A Singular Stochastic Control Problem with Interconnected Dynamics},
  author = {Salvatore Federico and Giorgio Ferrari and Patrick Schuhmann},
  year = {2020},
  doi = {10.1137/19M1296288},
  url = {https://doi.org/10.1137/19M1296288},
  researchr = {https://researchr.org/publication/FedericoFS20},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {58},
  number = {5},
  pages = {2821-2853},
}