Sunil Kumar, Kumar Muthuraman. A Numerical Method for Solving Singular Stochastic Control Problems. Operations Research, 52(4):563-582, 2004. [doi]
@article{KumarM04-0,
title = {A Numerical Method for Solving Singular Stochastic Control Problems},
author = {Sunil Kumar and Kumar Muthuraman},
year = {2004},
doi = {10.1287/opre.1030.0107},
url = {http://dx.doi.org/10.1287/opre.1030.0107},
researchr = {https://researchr.org/publication/KumarM04-0},
cites = {0},
citedby = {0},
journal = {Operations Research},
volume = {52},
number = {4},
pages = {563-582},
}