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20112014
most citedMulti-dimensional Stochastic Singular Control Via Dynkin Game and Dirichlet Form

1 citations · 1 across the 6 of their papers we have counts for

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math.OC2014

Finite Horizon Time Inhomogeneous Singular Control Problem of One-dimensional Diffusion via Dynkin Game

Yipeng Yang

The Hamilton-Jacobi-Bellman equation (HJB) associated with the time inhomogeneous singular control problem is a parabolic partial differential equation, and the existence of a clas…