Hiroaki Morimoto. A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions. SIAM J. Control and Optimization, 48(6):3781-3804, 2010. [doi]
@article{Morimoto10,
title = {A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions},
author = {Hiroaki Morimoto},
year = {2010},
doi = {10.1137/080734856},
url = {http://dx.doi.org/10.1137/080734856},
researchr = {https://researchr.org/publication/Morimoto10},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {48},
number = {6},
pages = {3781-3804},
}