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"Singular Control of (Reflected) Brownian Motion: A Computational Method ..."
Baris Ata, J. Michael Harrison, Nian Si (2023)
- Baris Ata, J. Michael Harrison, Nian Si:
Singular Control of (Reflected) Brownian Motion: A Computational Method Suitable for Queueing Applications. CoRR abs/2312.11823 (2023)
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