Super contact and related optimality conditions (Q1177286): Difference between revisions

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+https://doi.org/10.1016/0165-1889(91)90038-3
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+W2095248654
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+Some solvable stochastic control problemst<sup>†</sup>
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+Nouvelles méthodes en contrôle impulsionnel
@@ Property / cites work: Nouvelles méthodes en contrôle impulsionnel / rank @@
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+Irreversible investment
@@ Property / cites work: Irreversible investment / rank @@
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+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
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+Optimal control of a Brownian storage system
@@ Property / cites work: Optimal control of a Brownian storage system / rank @@
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@@ Property / cites work @@
+Instantaneous Control of Brownian Motion
@@ Property / cites work: Instantaneous Control of Brownian Motion / rank @@
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+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
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+Q3808989
@@ Property / cites work: Q3808989 / rank @@
+Normal rank
@@ Property / cites work @@
+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / cites work @@
+A Diffusion Model for Optimal Portfolio Selection in the Presence of Brokerage Fees
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+Publication:1177286