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MR700525 (85c:49029) 49B60 (35J60 49C20 93E20)
Lenhart, Suzanne M.; Belbas, Stavros A. A system of nonlinear partial differential equations arising in the optimal control of stochastic systems with switching costs. SIAM J. Appl. Math. 43 (1983), no. 3, 465--475.
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