scientific article; zbMATH DE number 2064421

zbMATH Open1060.93109MaRDI QIDQ4461920FDOQ4461920

Authors: Suo Ping Li, Haibo Yang, Kunhui Liu 

Publication date: 18 May 2004

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

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zbMATH Keywords

Brownian motionstopping timestochastic optimal controlexistence of optimal control

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integrals (60H05) Optimal stochastic control (93E20)

Cited In (13)

• Finite-Fuel Singular Control With Discretionary Stopping
• The research on singular stochastic control problem with stopping
• Average Optimal Singular Control and a Related Stopping Problem
• The stochastic maximization problem for linear functionals with a charge for the use of solutions
• Title not available (Why is that?)
• Optimal stopping and free boundary characterizations for some Brownian control problems
• Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
• A problem of singular stochastic control with optimal stopping in finite horizon
• Singular stochastic control and optimal stopping
• A constrained non-linear regular-singular stochastic control problem, with applications.
• Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
• A note on two-sided stochastic control problems
• A class of singular stochastic controls with stopping time

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