Solving singular control from optimal switching
From MaRDI portal
(Redirected from Publication:945041)
Recommendations
- Connections between Singular Control and Optimal Switching
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
- On singular control problems with state constraints and regime-switching: a viscosity solution approach
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
- Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
Cites work
- scientific article; zbMATH DE number 1642337 (Why is no real title available?)
- scientific article; zbMATH DE number 410743 (Why is no real title available?)
- scientific article; zbMATH DE number 2134067 (Why is no real title available?)
- scientific article; zbMATH DE number 4209223 (Why is no real title available?)
- A Class of Solvable Stochastic Investment Problems Involving Singular Controls
- A Model for Reversible Investment Capacity Expansion
- A class of singular stochastic control problems
- A new approach to the skorohod problem, and its applications
- An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility
- An investment model with entry and exit decisions
- BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
- Bounded Variation Singular Stochastic Control and Dynkin Game
- Capacity expansion with exponential jump diffusion processes
- Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
- Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
- Connections between Singular Control and Optimal Switching
- Connections between optimal stopping and singular stochastic control
- Equivalent models for finite-fuel stochastic control
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
- Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
- Instantaneous Control of Brownian Motion
- Irreversible investment and industry equilibrium
- Irreversible investment problems
- On the Starting and Stopping Problem: Application in Reversible Investments
- Optimal Control under a Dynamic Fuel Constraint
- Optimal Switching in an Economic Activity under Uncertainty
- Optimal capacity expansion under uncertainty
- Optimal environment management in the presence of irreversibilities
- Optimal partially reversible investment with entry decision and general production function
- Probabilistic aspects of finite-fuel stochastic control
- Probabilistic aspects of finite-fuel, reflected follower problems
- Sequential decisions in the control of a space-ship (finite fuel)
- Some solvable stochastic control problemst†
Cited in
(2)
This page was built for publication: Solving singular control from optimal switching
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q945041)
