Pages that link to "Item:Q3691567"
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The following pages link to Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems (Q3691567):
Displaying 42 items.
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← 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 harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← 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)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← 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)
- On a class of non-zero-sum stochastic differential dividend games with regime switching (Q2242076) (← links)
- Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- A solvable singular control problem driven by a jump diffusion process with applications (Q2803407) (← links)
- Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089) (← links)
- A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations (Q3759634) (← links)
- Singular control problems in bounded intervals (Q3764785) (← links)
- Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
- A Class of Solvable Stochastic Investment Problems Involving Singular Controls (Q4311571) (← links)
- Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Singular stochastic control and optimal stopping (Q4722939) (← links)
- Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- The linear-quadratic stochastic optimal control problem with random horizon at the finite number of infinitesimal events (Q5406670) (← links)
- Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
- Probability bounds for reflecting diffusion processes (Q6170515) (← links)
