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• W2010432237 abstract "An n-dimensional Brownian motion is controlled by adding a process of locally bounded variation to it so as to minimize an expected infinite-horizon discounted cost. We show, by direct probabilistic techniques, that the optimal control is a solution of a (generalized) Skorokhod problem." @default.
• W2010432237 created "2016-06-24" @default.
• W2010432237 creator A5057647588 @default.
• W2010432237 date "2000-01-01" @default.
• W2010432237 modified "2023-10-11" @default.
• W2010432237 title "Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem" @default.
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• W2010432237 doi "https://doi.org/10.1137/s0363012998347535" @default.
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