Pages that link to "Item:Q1766070"
From MaRDI portal
The following pages link to A leavable bounded-velocity stochastic control problem. (Q1766070):
Displayed 6 items.
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Partially observed nonlinear risk-sensitive optimal stopping control for nonlinear discrete-time systems (Q2433417) (← links)
- On the optimal stopping problem for one-dimensional diffusions. (Q2574594) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)