Average Optimal Singular Control and a Related Stopping Problem
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Publication:3676038
DOI10.1287/MOOR.10.1.63zbMATH Open0562.93083OpenAlexW2132973642MaRDI QIDQ3676038FDOQ3676038
Publication date: 1985
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.10.1.63
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Cited In (27)
- On the singular control of exchange rates
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
- Generic singularities of the optimal averaged profit among stationary strategies
- Diffusion approximation for \(GI/G/1\) controlled queues
- Singular ergodic control for multidimensional Gaussian processes
- Instantaneous Control of Brownian Motion with a Positive Lead Time
- Approximation of stochastic equations driven by predictable processes
- Singular control of the drift of a Brownian system
- Optimal correction problem of a multidimensional stochastic system
- Optimal spot market inventory strategies in the presence of cost and price risk
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend
- Technical Note—On the Optimality of Reflection Control
- A Method for Computing Double Band Policies for Switching between Two Diffusions
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
- Numerical methods for controlled and uncontrolled multiplexing and queueing systems
- A Singular Stochastic Control Problem with Interconnected Dynamics
- Optimal switching between a pair of Brownian motions
- Singular stochastic control and optimal stopping
- The dividend problem with a finite horizon
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand
- Optimal dynamic portfolio selection for a corporation with controllable risk and dividend distribution policy
- Dynamic scheduling in manufacturing systems using Brownian approximations
- SKOROKHOD EMBEDDINGS IN BOUNDED TIME
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
- A note on two-sided stochastic control problems
- Ergodic control for a mean reverting inventory model
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