On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828): Difference between revisions

@@ Property / cites work @@
+Singular stochastic control in the presence of a state-dependent yield structure
+Normal rank
@@ Property / cites work @@
+Optimal harvesting of stochastically fluctuating populations
+Normal rank
@@ Property / cites work @@
+Singular control with state constraints on unbounded domain
+Normal rank
@@ Property / cites work @@
+HJB equations for certain singularly controlled diffusions
+Normal rank
@@ Property / cites work @@
+Weak Dynamic Programming Principle for Viscosity Solutions
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
+Normal rank
@@ Property / cites work @@
+Optimal partially reversible investment with entry decision and general production function
+Normal rank
@@ Property / cites work @@
+Singular Optimal Stochastic Controls I: Existence
@@ Property / cites work: Singular Optimal Stochastic Controls I: Existence / rank @@
+Normal rank
@@ Property / cites work @@
+Singular Optimal Stochastic Controls II: Dynamic programming
+Normal rank
@@ Property / cites work @@
+On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
+Normal rank
@@ Property / cites work @@
+Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4265503
@@ Property / cites work: Q4265503 / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimal Harvesting Problems in Random Environments
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters
+Normal rank
@@ Property / cites work @@
+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of the risk process in a regime-switching environment
+Normal rank
@@ Property / cites work @@
+On competitive Lotka-Volterra model in random environments
+Normal rank