On a mixed singular/switching control problem with multiple regimes (2022)
Attributed to:
Isaac Newton Institute for Mathematical Sciences
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/apr.2021.57
Publication URI: http://dx.doi.org/10.1017/apr.2021.57
Type: Journal Article/Review
Parent Publication: Advances in Applied Probability
Issue: 3