scientific article; zbMATH DE number 4158536

MaRDI QIDQ3486499zbMATH OpenFDO

Authors Kunhui Liu

Publication date 1989

zbMATH Keywords

singular discounted problems

Mathematics Subject Classification ID

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

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• On extremal solutions to stochastic control problems. II
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• On a Class of Path-Dependent Singular Stochastic Control Problems
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• scientific article; zbMATH DE number 2190185 (Why is no real title available?)
• On a class of singular stochastic control problems for reflected diffusions
• 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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