Pages that link to "Item:Q5254904"

The following pages link to A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904):

Displaying 15 items.

• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• The dividend problem with a finite horizon (Q1704142) (← links)
• Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
• Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666) (← links)
• A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
• Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
• On an optimal extraction problem with regime switching (Q5215020) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)
• Optimization of a prey-predator model with hysteresis and convection (Q6163954) (← links)
• The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)