A multidimensional singular stochastic control problem on a finite time horizon (Q2517158): Difference between revisions

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+Łukasz Kruk
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+Existence of optimal controls for singular control problems with state constraints
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+Additive Control of Stochastic Linear Systems with Finite Horizon
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+Singular Stochastic Control Problems
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+Controlled Markov processes and viscosity solutions
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+Singular Optimal Stochastic Controls I: Existence
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