Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Some solvable stochastic control problemst<sup>†</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multidimensional singular stochastic control problem on a finite time horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of optimal controls for singular control problems with state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: The heat equation and reflected Brownian motion in time-dependent domains. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skorokhod problem in a time-dependent interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Additive Control of Stochastic Linear Systems with Finite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A pair of explicitly solvable singular stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular Stochastic Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4399897 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Markov processes and viscosity solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5520962 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instantaneous Control of Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular Optimal Stochastic Controls I: Existence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039796 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Policies for<i>n</i>-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5562267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On solvability of a two-sided singular control problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal correction problem of a multidimensional stochastic system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Skorohod oblique reflection problem in time-dependent domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2879485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: A free boundary problem related to singular stochastic control: the parabolic case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of the free boundary in singular stochastic control / rank
 
Normal rank

Revision as of 05:06, 12 July 2024

scientific article
Language Label Description Also known as
English
Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem
scientific article

    Statements

    Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (English)
    0 references
    0 references
    0 references
    23 June 2016
    0 references
    singular stochastic control
    0 references
    Brownian motion
    0 references
    optimal control
    0 references
    Skorokhod problem
    0 references
    time-dependent boundary
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references