Pages that link to "Item:Q1262290"
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The following pages link to Optimal correction problem of a multidimensional stochastic system (Q1262290):
Displaying 19 items.
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- Skorohod problems with nonsmooth boundary conditions (Q1196862) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← 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)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
- Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- Approximation of \(N\)-player stochastic games with singular controls by mean field games (Q6164096) (← links)
- A singular stochastic control problem with direction switching cost (Q6182685) (← links)
- Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows (Q6202447) (← links)
