Pages that link to "Item:Q2706171"
From MaRDI portal
The following pages link to Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems (Q2706171):
Displayed 5 items.
- On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
- Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)