Pages that link to "Item:Q3060367"
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The following pages link to A Singular Control Problem with Discretionary Stopping for Geometric Brownian Motions (Q3060367):
Displayed 4 items.
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)