A singular control problem with an expected and a pathwise ergodic performance criterion
DOI10.1155/JAMSA/2006/82538zbMATH Open1119.93069MaRDI QIDQ995849FDOQ995849
Authors: Andrew Jack, Mihail Zervos 
Publication date: 10 September 2007
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/53397
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Cited In (10)
- A singular control model with application to the goodwill problem
- Optimal ergodic harvesting under ambiguity
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
- Ergodic control of diffusions with random intervention times
- Technical Note—On the Optimality of Reflection Control
- Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion
- On an ergodic two-sided singular control problem
- Optimal sustainable harvesting of populations in random environments
- Title not available (Why is that?)
- Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions
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