Towards an example of a nonconvex monotone follower control problem (Q844438): Difference between revisions

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+https://doi.org/10.1007/s10958-009-9549-1
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+W2040097429
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+A class of solvable singular stochastic control problems
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+Some solvable stochastic control problemst<sup>†</sup>
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+Q4032143
@@ Property / cites work: Q4032143 / rank @@
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+A decomposition of the Brownian path
@@ Property / cites work: A decomposition of the Brownian path / rank @@
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Degenerate Variance Control of a One-Dimensional Diffusion
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@@ links / mardi / name / links / mardi / name @@
+Publication:844438