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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: On a Class of Infinite-Dimensional Singular Stochastic Control ProblemsSalvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner. siamco, 59(2):1680-1704, 2021. [doi]
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