Pages that link to "Item:Q2706903"

The following pages link to Finite-Fuel Singular Control With Discretionary Stopping (Q2706903):

Displaying 24 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
• A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
• Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
• Curve following in illiquid markets (Q1932555) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Learning about profitability and dynamic cash management (Q2095251) (← links)
• A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• The stochastic goodwill problem (Q2432911) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• Combined Optimal Stopping and Singular Stochastic Control (Q3578748) (← links)
• A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• A detection problem with a monotone observation rate (Q6496992) (← links)