Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Singular stochastic control in the presence of a state-dependent yield structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular control with state constraints on unbounded domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus. An introduction through theory and exercises / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Multidimensional Controller-and-Stopper Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Perron's Method for Hamilton--Jacobi--Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Dynamic Programming for Generalized State Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Dynamic Programming Principle for Viscosity Solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular stochastic control of a singular diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Pseudo-Markov Property for Controlled Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A problem of singular stochastic control with discretionary stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3957682 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence and unicity of solutions of stochastic integral equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular Optimal Stochastic Controls I: Existence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular Optimal Stochastic Controls II: Dynamic programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of the flow of dividends / rank
 
Normal rank
Property / cites work
 
Property / cites work: Foundations of Modern Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: The monotone follower problem in stochastic decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic aspects of finite-fuel stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-Fuel Singular Control With Discretionary Stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility Maximization with Discretionary Stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale approach to stochastic control with discretionary stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3910361 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming for multidimensional stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Control and Mathematical Modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5533878 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4340161 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic programming for stochastic target problems and geometric flows / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-sure stochastic analysis through aggregation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized solution in singular stochastic control: The nondegenerate problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming for Controlled Markov Families: Abstractly and over Martingale Measures / rank
 
Normal rank

Latest revision as of 00:29, 1 August 2024

scientific article
Language Label Description Also known as
English
Dynamic programming principle for classical and singular stochastic control with discretionary stopping
scientific article

    Statements

    Dynamic programming principle for classical and singular stochastic control with discretionary stopping (English)
    0 references
    0 references
    0 references
    27 April 2023
    0 references
    dynamic programming principle
    0 references
    stochastic control
    0 references
    singular control
    0 references
    discretionary stopping
    0 references
    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
    0 references