On the nonsymmetric stationary models of singular stochastic control for diffusions

zbMATH Open1136.93464MaRDI QIDQ5487641FDOQ5487641

Authors: Mingda Qin, Chuanlai Lu, Kunhui Liu 

Publication date: 11 September 2006

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zbMATH Keywords

stochastic differential equationsingular stochastic controlstationary modelvariational equation systemnonsymmetric stochastic control

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

Cited In (6)

• Average expected cost of nonsymmetric Richard model
• Title not available (Why is that?)
• A new class of impulse stochastic control models with non-negative control quantity
• A class of stationary models of singular stochastic control
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion
• Singular stochastic control in the presence of a state-dependent yield structure

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