Equivalent models for finite-fuel stochastic control (Q3775455): Difference between revisions

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-Q163407
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+Steven E. Shreve
@@ Property / author: Steven E. Shreve / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/17442508608833410
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@@ Property / OpenAlex ID @@
+W1977361400
@@ Property / OpenAlex ID: W1977361400 / rank @@
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@@ Property / cites work @@
+Reflexion discontinue et systèmes stochastiques
@@ Property / cites work: Reflexion discontinue et systèmes stochastiques / rank @@
+Normal rank
@@ Property / cites work @@
+Additive Control of Stochastic Linear Systems with Finite Horizon
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@@ Property / cites work @@
+Q5520962
@@ Property / cites work: Q5520962 / rank @@
+Normal rank
@@ Property / cites work @@
+A class of singular stochastic control problems
@@ Property / cites work: A class of singular stochastic control problems / rank @@
+Normal rank
@@ Property / cites work @@
+Gittins indices in the dynamic allocation problem for diffusion processes
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@@ Property / cites work @@
+Probabilistic aspects of finite-fuel stochastic control
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@@ Property / cites work @@
+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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@@ Property / cites work @@
+Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
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@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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@@ links / mardi / name / links / mardi / name @@
+Publication:3775455