Pages that link to "Item:Q2701082"
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The following pages link to Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082):
Displaying 4 items.
- A framework for the dynamic programming principle and martingale-generated control correspondences (Q2041004) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q6383368) (← links)