A singular control problem with an expected and a pathwise ergodic performance criterion.
Jack, Andrew ; Zervos, Mihail
Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006), / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
DOI : https://doi.org/10.1155/JAMSA/2006/82538
EUDML-ID : urn:eudml:doc:53397 
@article{05189226,
     title = {A singular control problem with an expected and a pathwise ergodic performance criterion.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2006},
     year = {2006},
     doi = {10.1155/JAMSA/2006/82538},
     zbl = {1119.93069},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05189226}
}

Jack, Andrew; Zervos, Mihail. A singular control problem with an expected and a pathwise ergodic performance criterion.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2006 (2006) . doi : 10.1155/JAMSA/2006/82538. http://gdmltest.u-ga.fr/item/05189226/