Pages that link to "Item:Q1273450"
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The following pages link to A pair of explicitly solvable singular stochastic control problems (Q1273450):
Displaying 22 items.
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← 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)
- Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- A solvable singular control problem driven by a jump diffusion process with applications (Q2803407) (← links)
- Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (Q2813315) (← links)
- (Q3408239) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
- Singular Stochastic Control Problems Solved by a Sparse Simplex Method (Q3827160) (← links)
- (Q4551608) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- Singular Optimal Stochastic Controls I: Existence (Q4841820) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- Optimal consumption and investment with welfare constraints (Q6130334) (← links)
- A singular stochastic control problem with direction switching cost (Q6182685) (← links)
- Data-driven rules for multidimensional reflection problems (Q6645137) (← links)
