Pages that link to "Item:Q952745"
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The following pages link to A singular control model with application to the goodwill problem (Q952745):
Displaying 14 items.
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- Risk-sensitive control for a class of nonlinear systems with multiplicative noise (Q2439158) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- Subdominant Eigenvalue Location and the Robustness of Dividend Policy Irrelevance (Q5120029) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Optimal Impulse Control of Dynamical Systems (Q5232240) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)