Pages that link to "Item:Q2045151"
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The following pages link to Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151):
Displaying 6 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Existence and uniqueness of the viscosity solution to some singular HJB equations (Q2917055) (← links)
- Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control (Q4537781) (← links)
- (Q4551608) (← links)
- Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)