Pages that link to "Item:Q3143254"
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The following pages link to A Problem of Singular Stochastic Control with Optimal Stopping in Finite Horizon (Q3143254):
Displaying 7 items.
- An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
- A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (Q5000635) (← links)
- A detection problem with a monotone observation rate (Q6496992) (← links)