Pages that link to "Item:Q3690736"

The following pages link to Probabilistic aspects of finite-fuel stochastic control (Q3690736):

Displaying 24 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
• Absolutely continuous and singular stochastic control^† (Q3679089) (← links)
• Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
• A new approach to the skorohod problem, and its applications (Q3971876) (← links)
• Optimal control and differential games with measures (Q4275616) (← links)
• Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← links)
• Optimal solution of the liquidation problem under execution and price impact risks (Q5079391) (← 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)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)