Pages that link to "Item:Q2706171"

The following pages link to Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems (Q2706171):

Displaying 43 items.

• Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
• Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
• On the singular control of exchange rates (Q827148) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• A singular control model with application to the goodwill problem (Q952745) (← links)
• Optimal harvesting under resource stock and price uncertainty (Q1027377) (← links)
• Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
• On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
• Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• Taming the spread of an epidemic by lockdown policies (Q2656366) (← links)
• On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
• Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
• On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← 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)
• (Q3562500) (← links)
• On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control^† (Q4648585) (← links)
• Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
• Optimal Ergodic Harvesting under Ambiguity (Q5072292) (← links)
• Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk (Q5080491) (← links)
• Game of Variable Contributions to the Common Good Under Uncertainty (Q5095145) (← links)
• Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710) (← links)
• A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• Necessary conditions for optimal singular stochastic control problems (Q5421593) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
• On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (Q6551500) (← links)
• The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses (Q6583289) (← links)
• Two-sided Poisson control of linear diffusions (Q6647791) (← links)