Bruno H. Strulovici, Martin Szydlowski. On the smoothness of value functions and the existence of optimal strategies in diffusion models. J. Economic Theory, 159:1016-1055, 2015. [doi]
@article{StruloviciS15,
title = {On the smoothness of value functions and the existence of optimal strategies in diffusion models},
author = {Bruno H. Strulovici and Martin Szydlowski},
year = {2015},
doi = {10.1016/j.jet.2015.03.015},
url = {http://dx.doi.org/10.1016/j.jet.2015.03.015},
researchr = {https://researchr.org/publication/StruloviciS15},
cites = {0},
citedby = {0},
journal = {J. Economic Theory},
volume = {159},
pages = {1016-1055},
}