Pages that link to "Item:Q525303"
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The following pages link to Convex duality for stochastic singular control problems (Q525303):
Displayed 6 items.
- Convex integral functionals of regular processes (Q1747792) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Continuous-time duality for superreplication with transient price impact (Q2299594) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets (Q6187488) (← links)