Towards an example of a nonconvex monotone follower control problem (Q844438): Difference between revisions
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| Property / cites work: A class of solvable singular stochastic control problems / rank | |||
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| Property / cites work: Some solvable stochastic control problemst<sup>†</sup> / rank | |||
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| Property / cites work: Q4032143 / rank | |||
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| Property / cites work: A decomposition of the Brownian path / rank | |||
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| Property / cites work: Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems / rank | |||
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| Property / cites work: Degenerate Variance Control of a One-Dimensional Diffusion / rank | |||
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Latest revision as of 09:04, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Towards an example of a nonconvex monotone follower control problem |
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Towards an example of a nonconvex monotone follower control problem (English)
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19 January 2010
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monotone follower control problem
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Wiener process
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