Pages that link to "Item:Q1188287"
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The following pages link to Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287):
Displayed 20 items.
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Convex duality for finite-fuel problems in singular stochastic control (Q1321249) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
- A singular stochastic control problem with direction switching cost (Q6182685) (← links)