Establishes a verification theorem for equilibria in time-inconsistent singular control with running minimum process and proves monotonicity and local concavity of the dividend boundary in a coupled nonlinear system.
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Time-Inconsistent Singular Control Problems with a Running Minimum Process
Establishes a verification theorem for equilibria in time-inconsistent singular control with running minimum process and proves monotonicity and local concavity of the dividend boundary in a coupled nonlinear system.