Pages that link to "Item:Q5388216"
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The following pages link to The Eigenvalue Problem of Singular Ergodic Control (Q5388216):
Displayed 13 items.
- An eigenvalue problem for a fully nonlinear elliptic equation with gradient constraint (Q526938) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints (Q2223611) (← links)
- Global optimal regularity for variational problems with nonsmooth non-strictly convex gradient constraints (Q2227229) (← links)
- Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
- Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
- On the solutions of the problem for a singular ergodic control (Q2412829) (← links)
- Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit (Q2931975) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- Asymptotic analysis of long‐term investment with two illiquid and correlated assets (Q6054437) (← links)
- Nonlocal equations with gradient constraints (Q6176104) (← links)