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

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Volume
53
Pagination
1199 - 1223
DOI
10.1137/14096801X
Journal
SIAM Journal on Control and Optimization
Issue
3
ISSN
0363-0129
Metadata
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Authors
De Angelis, T; Ferrari, G; Moriarty, J
URI
http://qmro.qmul.ac.uk/xmlui/handle/123456789/12001
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Licence information
“The final publication is available at http://epubs.siam.org/doi/abs/10.1137/14096801X”
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© 2015, Society for Industrial and Applied Mathematics