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Journal of Optimization Theory and Applications, Vol. 124, Iss. 2, 2005-02 ,pp. : 511-512

Springer Publishing Company

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Stochastic Near-Optimal Singular Controls for Jump Diffusions: Necessary and Sufficient Conditions

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On singular stochastic control and optimal stopping of spectrally negative jump diffusions

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Optimal stopping and stochastic control differential games for jump diffusions

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Maximum Principle for a Stochastic Optimal Control Problem and Application to Portfolio/Consumption Choice

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