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Author
Bibliographic Citation
  • Elie Romuald, Moreau Ludovic, Possamaï Dylan. On a class of path-dependent singular stochastic control problems. SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2018, 56 (5), pp.3260-3295. ⟨10.1137/17M1114235⟩
  • Elie Romuald, Moreau Ludovic, Possamaï Dylan. On a class of path-dependent singular stochastic control problems. SIAM Journal on Control and Optimization, 2018, 56 (5), pp.3260-3295. ⟨10.1137/17M1114235⟩
Title
  • On a class of path-dependent singular stochastic control problems
dc:date
  • 2018
Digital Object Identifier (DOI)
  • 10.1137/17M1114235
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