Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089): Difference between revisions

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-Q163407
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+Steven E. Shreve
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+MaRDI publication profile
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+https://doi.org/10.1080/17442508608833384
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+W2069635517
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+Q5848416
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+Q3969647
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@@ Property / cites work @@
+Q3808989
@@ Property / cites work: Q3808989 / rank @@
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@@ Property / cites work @@
+Optimal control of a Brownian storage system
@@ Property / cites work: Optimal control of a Brownian storage system / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse Control of Brownian Motion
@@ Property / cites work: Impulse Control of Brownian Motion / rank @@
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@@ Property / cites work @@
+The monotone follower problem in stochastic decision theory
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@@ Property / cites work @@
+A class of singular stochastic control problems
@@ Property / cites work: A class of singular stochastic control problems / rank @@
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@@ Property / cites work @@
+Probabilistic aspects of finite-fuel stochastic control
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@@ Property / cites work @@
+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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+On optimal correction problems with partial information
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@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
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@@ links / mardi / name / links / mardi / name @@
+Publication:3679089