Pages that link to "Item:Q2517158"
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The following pages link to A multidimensional singular stochastic control problem on a finite time horizon (Q2517158):
Displaying 4 items.
- A pair of explicitly solvable singular stochastic control problems (Q1273450) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (Q2813315) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)