Pages that link to "Item:Q4012463"

The following pages link to On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions (Q4012463):

Displaying 15 items.

• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
• A singular control model with application to the goodwill problem (Q952745) (← links)
• A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
• A class of discounted models for singular diffusion control (Q1428907) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Boundedness of a derived function of a solution of a class of diffusion variational equations (Q1882491) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
• Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• (Q3446218) (← links)
• Existence of singular optimal control laws for stochastic differential equations (Q4845478) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
• A singular stochastic control problem with direction switching cost (Q6182685) (← links)