scientific article; zbMATH DE number 14970
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Publication:3977320
zbMATH Open0850.93739MaRDI QIDQ3977320FDOQ3977320
Authors: Steven Shreve
Publication date: 25 June 1992
Title of this publication is not available (Why is that?)
Cited In (9)
- On the singular control of exchange rates
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- On a class of singular stochastic control problems for reflected diffusions
- On an optimal extraction problem with regime switching
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem
- Connections between optimal stopping and singular stochastic control
- A dynamic analytic method for risk-aware controlled martingale problems
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation
- Generalized solution in singular stochastic control: The nondegenerate problem
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