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]

Possibly Related Publications

The following publications are possibly variants of this publication: