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A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (2015)

First Author: De Angelis T

Attributed to: Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/14096801x

Publication URI: http://dx.doi.org/10.1137/14096801x

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 3