Pages that link to "Item:Q3343901"
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The following pages link to Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems (Q3343901):
Displaying 50 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Fully discrete schemes for monotone optimal control problems (Q725733) (← links)
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Simultaneous impulse and continuous control of a Markov chain in continuous time (Q827937) (← links)
- Towards an example of a nonconvex monotone follower control problem (Q844438) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Approximation of stochastic equations driven by predictable processes (Q1113196) (← links)
- Super contact and related optimality conditions (Q1177286) (← links)
- Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Optimal risk and dividend control for a company with a debt liability (Q1265921) (← links)
- Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Filtering of absorbing and reflecting Brownian motions (Q1821079) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Storage model with discontinuous holding cost (Q2266695) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
