Pages that link to "Item:Q3612253"
From MaRDI portal
The following pages link to On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253):
Displaying 4 items.
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)