A risk-sensitive ergodic singular stochastic control problem
Gwee, J. & Zervos, M.
(2026).
A risk-sensitive ergodic singular stochastic control problem.
SIAM Journal on Control and Optimization,
[In Press]
| Item Type | Article |
|---|---|
| Copyright holders | © 2026 The Author(s) |
| Departments | LSE > Academic Departments > Mathematics |
| Date Deposited | 28 January 2026 |
| Acceptance Date | 15 January 2026 |
| URI | https://researchonline.lse.ac.uk/id/eprint/136967 |
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subject - Accepted Version
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lock_clock - Restricted to Repository staff only until 1 January 2100
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- Creative Commons: Attribution 4.0
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ORCID: https://orcid.org/0000-0001-5194-6881