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- W3037170105 abstract "This paper studies {a} mixed singular/switching stochastic control problem for a multidimensional diffusion with multiples regimes on a bounded domain. Using probabilistic, partial differential equation (PDE) and penalization techniques, we show that the value function associated with this problem agrees with the solution to a Hamilton-Jacobi-Bellman (HJB) equation. In that way, we see that the regularity of the value function is $C^{0,1}capW^{2,infty}_{loc}$." @default.
- W3037170105 created "2020-07-02" @default.
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- W3037170105 date "2020-06-24" @default.
- W3037170105 modified "2023-09-27" @default.
- W3037170105 title "On a mixed singular/switching control problem with multiple regimes" @default.
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