Optimal Policies for n-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control

Lukasz Kruk. Optimal Policies for n-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control. SIAM J. Control and Optimization, 39(2):635-659, 2000. [doi]

Abstract

Abstract is missing.