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

dc.contributor.authorDe Angelis, Ten_US
dc.contributor.authorFerrari, Gen_US
dc.contributor.authorMoriarty, Jen_US
dc.date.accessioned2016-04-22T13:06:21Z
dc.date.issued2015-01en_US
dc.date.submitted2016-03-19T13:29:07.733Z
dc.identifier.issn0363-0129en_US
dc.identifier.urihttp://qmro.qmul.ac.uk/xmlui/handle/123456789/12001
dc.format.extent1199 - 1223en_US
dc.relation.ispartofSIAM Journal on Control and Optimizationen_US
dc.rights“The final publication is available at http://epubs.siam.org/doi/abs/10.1137/14096801X”
dc.titleA Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundariesen_US
dc.typeArticle
dc.rights.holder© 2015, Society for Industrial and Applied Mathematics
dc.identifier.doi10.1137/14096801Xen_US
pubs.issue3en_US
pubs.notesNo embargoen_US
pubs.publication-statusPublisheden_US
pubs.volume53en_US


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