Pages that link to "Item:Q1807267"

The following pages link to Connections between optimal stopping and singular stochastic control (Q1807267):

Displaying 17 items.

• A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
• Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria (Q5111069) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
• The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)
• A singular stochastic control problem with direction switching cost (Q6182685) (← links)