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20142023
most citedAnalysis of the equilibrium strategies in the Geo/Geo/1 queue with multiple working vacations

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math.PR2019

Stochastic viscosity solutions for stochastic integral-partial differential equations and singular stochastic control

Jinbiao Wu

In this article, we mainly study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs). We investigate a new class of…