Equivalent models for finite-fuel stochastic control (Q3775455): Difference between revisions

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+Reflexion discontinue et systèmes stochastiques
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+Normal rank
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+Additive Control of Stochastic Linear Systems with Finite Horizon
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+Q5520962
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+A class of singular stochastic control problems
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+Gittins indices in the dynamic allocation problem for diffusion processes
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+Probabilistic aspects of finite-fuel stochastic control
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+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
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+Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
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+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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