Pages that link to "Item:Q290828"
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The following pages link to On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828):
Displaying 13 items.
- Solving singular control from optimal switching (Q945041) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
- Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps (Q2148279) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- Optimal switching with constraints and utility maximization of an indivisible market (Q2903497) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model (Q5219547) (← links)
- Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching (Q5853642) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804) (← links)
