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3 Publikationen

2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936024
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs
De Angelis T, Ferrari G, Moriarty J (2019)
MATHEMATICS OF OPERATIONS RESEARCH 44(2): 512-531.
PUB | DOI | WoS
 
2016 | Diskussionspapier | Veröffentlicht | PUB-ID: 2904729
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis T, Ferrari G, Moriarty J (2016) Center for Mathematical Economics Working Papers; 561.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
2014 | Diskussionspapier | Veröffentlicht | PUB-ID: 2901687
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis T, Ferrari G, Moriarty J (2014) Center for Mathematical Economics Working Papers; 531.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 

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