Pages that link to "Item:Q1142195"

The following pages link to The monotone follower problem in stochastic decision theory (Q1142195):

Displaying 24 items.

• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
• A note on two-sided stochastic control problems (Q1080406) (← links)
• Optimal correction problem of a multidimensional stochastic system (Q1262290) (← 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)
• Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
• Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
• On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
• Storage model with discontinuous holding cost (Q2266695) (← links)
• Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
• Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
• Absolutely continuous and singular stochastic control^† (Q3679089) (← links)
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations (Q3759634) (← links)
• Singular control problems in bounded intervals (Q3764785) (← links)
• A free boundary problem related to singular stochastic control: the parabolic case (Q4713358) (← links)
• Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
• On optimal correction problems with partial information (Q5187193) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• A stochastic non-zero-sum game of controlling the debt-to-GDP ratio (Q6642495) (← links)