A singular control problem with an expected and a pathwise ergodic performance criterion

DOI10.1155/JAMSA/2006/82538MaRDI QIDQ995849zbMATH OpenFDO

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

zbMATH Keywords

singular stochastic control[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+diffusion&go=Go It�� diffusion]ergodic expected criterion

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited in

(10)

• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls
• A singular control model with application to the goodwill problem
• Technical Note—On the Optimality of Reflection Control
• Optimal sustainable harvesting of populations in random environments
• Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions
• scientific article; zbMATH DE number 3875117 (Why is no real title available?)
• Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion
• Optimal ergodic harvesting under ambiguity
• On an ergodic two-sided singular control problem
• Ergodic control of diffusions with random intervention times

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