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    A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries 
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    A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries

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    Published version (561.0Kb)
    Volume
    53
    Pagination
    1199 - 1223
    DOI
    10.1137/14096801X
    Journal
    SIAM Journal on Control and Optimization
    Issue
    3
    ISSN
    0363-0129
    Metadata
    Show full item record
    Authors
    De Angelis, T; Ferrari, G; Moriarty, J
    URI
    http://qmro.qmul.ac.uk/xmlui/handle/123456789/12001
    Collections
    • Mathematics [1234]
    Licence information
    “The final publication is available at http://epubs.siam.org/doi/abs/10.1137/14096801X”
    Copyright statements
    © 2015, Society for Industrial and Applied Mathematics
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