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Figure 7: Value function NOT C1, F, G NOT continuous: because H is not C1.
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Journal Article
•
DOI
•
A Class of Singular Control Problems and the Smooth Fit Principle
[...]
Xin Guo
,
Pascal Tomecek
1
•
Institutions (1)
Cornell University
1
01 Nov 2008
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Siam Journal on Control and Optimization