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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+Q4399897
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+Controlled Markov processes and viscosity solutions
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+Singular Optimal Stochastic Controls I: Existence
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+Q4039796
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+Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem
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+Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control
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+Optimal correction problem of a multidimensional stochastic system
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+Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
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+A free boundary problem related to singular stochastic control: the parabolic case
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+Regularity of the free boundary in singular stochastic control
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+Publication:2517158