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On Lipschitz Continuous Optimal Stopping Boundaries (2019)

First Author: De Angelis T

Attributed to: A probabilistic toolkit to study regularity of free boundaries in stochastic optimal control funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/17m1113709

Publication URI: http://dx.doi.org/10.1137/17m1113709

Type: Journal Article/Review

Parent Publication: SIAM Journal on Control and Optimization

Issue: 1