The following pages link to (Q3977320):
Displaying 9 items.
- On the singular control of exchange rates (Q827148) (← links)
- Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- On an optimal extraction problem with regime switching (Q5215020) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)