Pages that link to "Item:Q1108998"

The following pages link to Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998):

Displaying 22 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Mixed control problem under partial observation (Q1205512) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• MFGs for partially reversible investment (Q2145812) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)
• On singular control of reflected diffusions (Q6628941) (← links)