Pages that link to "Item:Q2378635"
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The following pages link to Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635):
Displaying 5 items.
- Optimal control problems with stopping constraints (Q897058) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)