Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089): Difference between revisions

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+Q5848416
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+Q3969647
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+Q3808989
@@ Property / cites work: Q3808989 / rank @@
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+Optimal control of a Brownian storage system
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+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
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+The monotone follower problem in stochastic decision theory
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+A class of singular stochastic control problems
@@ Property / cites work: A class of singular stochastic control problems / rank @@
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+Probabilistic aspects of finite-fuel stochastic control
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
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+On optimal correction problems with partial information
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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