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• W2144338081 abstract "This report summarizes some of our recent work (Guo and Tomecek, SIAM J Control Optim 47(1):421–443, 2008; A class of singular control problems and smooth fit principle, 2008) on a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence not only provides a novel method for analyzing multi-dimensional singular control problems, but also builds links among singular controls, Dynkin games, and sequential optimal stopping problems." @default.
• W2144338081 created "2016-06-24" @default.
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• W2144338081 date "2008-03-01" @default.
• W2144338081 modified "2023-10-11" @default.
• W2144338081 title "Solving Singular Control from Optimal Switching" @default.
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• W2144338081 doi "https://doi.org/10.1007/s10690-008-9071-3" @default.
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