A Pair of Explicitly Solvable Singular Stochastic Control Problems

M. H. A. Davis

Open source

DOI: 10.1007/s002459900094
Published: 1998-11-01
Container: Applied Mathematics and Optimization
Publisher: Springer Science and Business Media LLC
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1007/s002459900094,
  title = {A Pair of Explicitly Solvable Singular Stochastic Control Problems},
  author = {M. H. A. Davis},
  year = {1998},
  journal = {Applied Mathematics and Optimization},
  doi = {10.1007/s002459900094},
  url = {https://doi.org/10.1007/s002459900094}
}

RIS

TY  - JOUR
TI  - A Pair of Explicitly Solvable Singular Stochastic Control Problems
AU  - M. H. A. Davis
PY  - 1998
JO  - Applied Mathematics and Optimization
DO  - 10.1007/s002459900094
UR  - https://doi.org/10.1007/s002459900094
ER  -

APA

Davis, M. H. A. (1998). A Pair of Explicitly Solvable Singular Stochastic Control Problems. Applied Mathematics and Optimization. https://doi.org/10.1007/s002459900094

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crossref · retrieved 2026-11-04T07:24:34.088Z