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Beneš, Václav E.

  1. Drift Control with Discretionary Stopping for a Diffusion
    2024/01/18 by Beneš, Václav E., Gaitsgori, Georgy, Karatzas, Ioannis · 1 citation
    #60G40 #FOS: Mathematics #Optimization and Control (math.OC) #Primary 93E20 #Probability (math.PR) #Secondary 60J60