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    SIAMCO
    2008
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    Connections between Singular Control and Optimal Switching
    14 years 14 days ago
    Connections between Singular Control and Optimal Switching
    Download  www.ieor.berkeley.edu
    This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...
    Xin Guo, Pascal Tomecek
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