On the Optimal Stochastic Impulse Control of Linear Diffusions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/060659375
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1. A class of solvable singular stochastic control problems
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3. Stochastic Forest Stand Value and Optimal Timber Harvesting
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