Pages that link to "Item:Q1332169"

The following pages link to Regularity of the free boundary in singular stochastic control (Q1332169):

Displaying 10 items.

• Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← 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)
• A singular stochastic control problem with direction switching cost (Q6182685) (← links)