Pages that link to "Item:Q3775455"

The following pages link to Equivalent models for finite-fuel stochastic control (Q3775455):

Displaying 26 items.

• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
• An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
• Convex duality for finite-fuel problems in singular stochastic control (Q1321249) (← links)
• Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
• Approximating diffusion reflections at elastic boundaries (Q1663750) (← links)
• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• Irreversible reinsurance: a singular control approach (Q2682993) (← links)
• Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
• Using fuel to control a process to a goal (Q3211230) (← links)
• Discrete parameter singular control problem with state dependent noise and non-smooth dynamics (Q4292524) (← links)
• A Class of Solvable Stochastic Investment Problems Involving Singular Controls (Q4311571) (← links)
• Convergence problems for an impulsively and singularly controlled system (Q4378453) (← links)
• Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330) (← 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)