Pages that link to "Item:Q4507426"
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The following pages link to Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem (Q4507426):
Displayed 12 items.
- Stochastic variational inequalities with oblique subgradients (Q432510) (← links)
- The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts (Q2668500) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)