Pages that link to "Item:Q4388950"
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The following pages link to Optimal Control of Inflation: A Central Bank Problem (Q4388950):
Displayed 9 items.
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- DIFFERENTIAL GAME-THEORETIC THOUGHTS ON OPTION PRICING AND TRANSACTION COSTS (Q2701834) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)