Pages that link to "Item:Q4311571"
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The following pages link to A Class of Solvable Stochastic Investment Problems Involving Singular Controls (Q4311571):
Displayed 8 items.
- Solving singular control from optimal switching (Q945041) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Optimal partially reversible investment with entry decision and general production function (Q2485848) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Optimal environment management in the presence of irreversibilities (Q5931248) (← links)