Singular stochastic control in the presence of a state-dependent yield structure
From MaRDI portal
(Redirected from Publication:1411892)
Recommendations
- Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
- Problems of singular stochastic control with stopping, drift and diffusion
- On a class of singular stochastic control problems
- A constrained non-linear regular-singular stochastic control problem, with applications.
- On the nonsymmetric stationary models of singular stochastic control for diffusions
Cites work
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 45955 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 942202 (Why is no real title available?)
- scientific article; zbMATH DE number 3206627 (Why is no real title available?)
- scientific article; zbMATH DE number 3287297 (Why is no real title available?)
- A Class of Solvable Stochastic Investment Problems Involving Singular Controls
- A class of singular stochastic control problems
- A class of solvable singular stochastic control problems
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
- Optimal harvesting from a population in a stochastic crowded environment
- Optimal harvesting from interacting populations in a stochastic environment
- Optimal harvesting of stochastically fluctuating populations
- Optimal harvesting under stochastic fluctuations and critical depensation
- Some solvable stochastic control problemst†
- Stochastic differential equations. An introduction with applications.
Cited in
(24)- Comparison of optimal harvesting policies with general logistic growth and a general harvesting function
- On a class of singular stochastic control problems for reflected diffusions
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS
- On singular control problems with state constraints and regime-switching: a viscosity solution approach
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions
- Singular stochastic control model for algae growth management in dam downstream
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
- An optimal extraction problem with price impact
- On a dual risk model perturbed by diffusion with dividend threshold
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems
- On singular control of reflected diffusions
- Asymptotic harvesting of populations in random environments
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking
- Optimal exploitation for hybrid systems of renewable resources under partial observation
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
- Optimal sustainable harvesting of populations in random environments
- Sustainable harvesting policies under long-run average criteria: near optimality
- Harvesting and seeding of stochastic populations: analysis and numerical approximation
- Optimal multi-dimensional stochastic harvesting with density-dependent prices
- Harvesting of interacting stochastic populations
- A constrained non-linear regular-singular stochastic control problem, with applications.
- Harvesting of a stochastic population under a mixed regular-singular control formulation
This page was built for publication: Singular stochastic control in the presence of a state-dependent yield structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1411892)
