Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching

Qian Feng, Jinghai Shao. Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching. SIAM J. Control and Optimization, 59(2):906-930, 2021. [doi]

Authors

Qian Feng

This author has not been identified. Look up 'Qian Feng' in Google

Jinghai Shao

This author has not been identified. Look up 'Jinghai Shao' in Google