The optimal control of the cheap monotone follower (Q4849123): Difference between revisions

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+Additive Control of Stochastic Linear Systems with Finite Horizon
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+Portfolio Selection with Transaction Costs
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+Q5187597
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Q3910361
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+Stochastic differential equations with reflecting boundary conditions
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+Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem
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+Brownian motion in a wedge with oblique reflection
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+Regularity of the free boundary in singular stochastic control
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