Pages that link to "Item:Q2633337"
From MaRDI portal
The following pages link to On a class of singular stochastic control problems for reflected diffusions (Q2633337):
Displaying 9 items.
- Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Optimal dividend problems with a risk probability criterion (Q6053129) (← links)
- Optimal dividend payout under stochastic discounting (Q6054423) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)
- Irreversible reinsurance: minimization of capital injections in presence of a fixed cost (Q6655913) (← links)