Pages that link to "Item:Q997426"
From MaRDI portal
The following pages link to Existence of optimal controls for singular control problems with state constraints (Q997426):
Displaying 11 items.
- Controlled stochastic networks in heavy traffic: convergence of value functions (Q417083) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
- Minimizing the ruin probability allowing investments in two assets: a two-dimensional problem (Q2392787) (← links)
- A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
- Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
- Existence, Characterization, and Approximation in the Generalized Monotone-Follower Problem (Q2957558) (← links)
- Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
- A singular stochastic control problem with direction switching cost (Q6182685) (← links)
