Baurdoux, Erik J.; Yamazaki, Kazutoshi - In: Stochastic Processes and their Applications 125 (2015) 7, pp. 2727-2751
We consider a class of two-sided singular control problems. A controller either increases or decreases a given spectrally negative Lévy process so as to minimize the total costs comprising of the running and controlling costs where the latter is proportional to the size of control. We provide...