Pages that link to "Item:Q1879297"
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The following pages link to A connection between singular stochastic control and optimal stopping (Q1879297):
Displaying 10 items.
- The dividend problem with a finite horizon (Q1704142) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection (Q5247617) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
