Singular control with state constraints on unbounded domain (Q858986): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3101481446
@@ Property / OpenAlex ID: W3101481446 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0501016
@@ Property / arXiv ID: math/0501016 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Some solvable stochastic control problemst<sup>†</sup>
+Normal rank
@@ Property / cites work @@
+On the Continuity of the Optimal Policy Set for Linear Programs
+Normal rank
@@ Property / cites work @@
+Q3995082
@@ Property / cites work: Q3995082 / rank @@
+Normal rank
@@ Property / cites work @@
+Two workload properties for Brownian networks
@@ Property / cites work: Two workload properties for Brownian networks / rank @@
+Normal rank
@@ Property / cites work @@
+Hamilton-Jacobi Equations with State Constraints
@@ Property / cites work: Hamilton-Jacobi Equations with State Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Additive Control of Stochastic Linear Systems with Finite Horizon
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
+Normal rank
@@ Property / cites work @@
+Convex duality and the Skorokhod problem. I
@@ Property / cites work: Convex duality and the Skorokhod problem. I / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+A second order elliptic equation with gradient constraint
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3806523
@@ Property / cites work: Q3806523 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian models of open processing networks: Canonical representation of workload.
+Normal rank
@@ Property / cites work @@
+Instantaneous Control of Brownian Motion
@@ Property / cites work: Instantaneous Control of Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic control of Brownian networks: State space collapse and equivalent workload formulations
+Normal rank
@@ Property / cites work @@
+On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
+Normal rank
@@ Property / cites work @@
+Boundary regulatity and uniqueness for an elliptic equations with gradient constraint
+Normal rank
@@ Property / cites work @@
+A class of stochastic optimal control problems with state constraint
+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 @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4314552
@@ Property / cites work: Q4314552 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
+Normal rank
@@ Property / cites work @@
+Q3961832
@@ Property / cites work: Q3961832 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy Traffic Convergence of a Controlled, Multiclass Queueing System
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption with transaction costs
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint I
@@ Property / cites work: Optimal Control with State-Space Constraint I / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of Martingales, Quadratic Variation and Applications
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:858986