A Class of Singular Stochastic Control Problems. Karatzas, I. Advances in Applied Probability, 15(2):225–254, June, 1983. Paper doi bibtex @Article{Karatzas:1983:CSS,
author = "Ioannis Karatzas",
title = "A Class of Singular Stochastic Control Problems",
journal = j-ADV-APPL-PROB,
volume = "15",
number = "2",
pages = "225--254",
month = jun,
year = "1983",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/1426435",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:41:37 MDT 2014",
bibsource = "http://www.jstor.org/stable/i262258;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/1426435",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
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