Pages that link to "Item:Q3143259"
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The following pages link to Singular Stochastic Control and Optimal Stopping with Partial Information of Itô--Lévy Processes (Q3143259):
Displaying 17 items.
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
- Singular recursive utility (Q4584681) (← links)
- Singular Control Optimal Stopping of Memory Mean-Field Processes (Q4624923) (← links)
- Optimal Stopping, Randomized Stopping, and Singular Control with General Information Flow (Q5034422) (← links)
- Characterization of stochastic equilibrium controls by the Malliavin calculus (Q5065038) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
