Pages that link to "Item:Q2475039"
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The following pages link to HJB equations for certain singularly controlled diffusions (Q2475039):
Displaying 5 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- On Viscosity Solution of HJB Equations with State Constraints and Reflection Control (Q2960499) (← links)
- Optimal Ergodic Harvesting under Ambiguity (Q5072292) (← links)
- An asymptotic optimality result for the multiclass queue with finite buffers in heavy traffic (Q5247119) (← links)