• Title of article

    Singular control of stochastic linear systems with recursive utility

  • Author/Authors

    Ji-Bo Wang، نويسنده ,

  • Issue Information
    ماهنامه با شماره پیاپی سال 2004
  • Pages
    18
  • From page
    105
  • To page
    122
  • Keywords
    singular stochastic control , free boundary problem , HJB equation , Di-usion with re6ections , Backward stochasticdi-erential equation
  • Journal title
    Systems and Control Letters
  • Serial Year
    2004
  • Journal title
    Systems and Control Letters
  • Record number

    142124