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]
@article{FengS21-2,
title = {Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching},
author = {Qian Feng and Jinghai Shao},
year = {2021},
doi = {10.1137/20M1348613},
url = {https://doi.org/10.1137/20M1348613},
researchr = {https://researchr.org/publication/FengS21-2},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {59},
number = {2},
pages = {906-930},
}