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
• On a class of singular stochastic control problems for reflected diffusions
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