scientific article; zbMATH DE number 4158536

zbMATH Open0705.93083MaRDI QIDQ3486499FDOQ3486499

Authors: Kunhui Liu 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

singular discounted problems

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

Cited In (14)

• On extremal solutions to stochastic control problems. II
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Class of Path-Dependent Singular Stochastic Control Problems
• Title not available (Why is that?)
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• A new class of impulse stochastic control models with non-negative control quantity
• A class of discounted models for singular diffusion control
• A class of stationary models of singular stochastic control
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion
• A singular stochastic control problem in an unbounded domain
• Une classe nouvelle de problèmes singuliers de contrôle stochastique
• discontinuous reflection, and a class of singular stochastic control problems for diffusions

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