Two sided ergodic singular control and mean-field game for diffusions
Author:
Funder
Universidad de la República - CSIC
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s10203-024-00464-y.pdf
Reference29 articles.
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3. Alvarez, L.H.R., Shepp, L.A.: Optimal harvesting of stochastically fluctuating populations. J. Math. Biol. 37, 155–177 (1998)
4. Asmussen, S., Taksar, M.: Controlled diffusion models for optimal dividend pay-out. Insurance Math. Econ. 20, 1–15 (1998)
5. Borodin, A., Salminen, P.: Handbook on Brownian motion - facts and formulae, 2nd edn. Birkhäuser, Basel (2002)
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