scholarly journals A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs

2014 ◽  
Author(s):  
Tiziano De Angelis ◽  
Giorgio Ferrari ◽  
John Moriarty
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Two Dimensional ◽  
Singular Stochastic Control ◽  
Stochastic Control Problem ◽  
Convex Costs

scholarly journals A Singular Stochastic Control Problem with Interconnected Dynamics

2020 ◽  
Vol 58 (5) ◽  
pp. 2821-2853
Author(s):  
Salvatore Federico ◽  
Giorgio Ferrari ◽  
Patrick Schuhmann
Keyword(s):  
Control Problem ◽  
Stochastic Control ◽  
Singular Stochastic Control ◽  
Stochastic Control Problem
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