Pages that link to "Item:Q1766070"
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The following pages link to A leavable bounded-velocity stochastic control problem. (Q1766070):
Displaying 13 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)
- Semimartingales on rays, Walsh diffusions, and related problems of control and stopping (Q2000135) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← 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)
- Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228) (← links)
