Pages that link to "Item:Q5388216"

The following pages link to The Eigenvalue Problem of Singular Ergodic Control (Q5388216):

Displaying 14 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)
• Well-posedness for a transmission problem connecting first and second-order operators (Q6612250) (← links)