Pages that link to "Item:Q3898417"
From MaRDI portal
The following pages link to Some solvable stochastic control problemst<sup>†</sup> (Q3898417):
Displaying 50 items.
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- A control problem with fuel constraint and Dawson-Watanabe superprocesses (Q389072) (← links)
- Transaction costs, trading volume, and the liquidity premium (Q471168) (← links)
- A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
- Optimal dividend strategies in the diffusion model with stochastic return on investments (Q545419) (← links)
- Drift rate control of a Brownian processing system (Q558667) (← links)
- A solvable stochastic control problem in hyperbolic three space (Q579213) (← links)
- Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems (Q741854) (← links)
- Towards an example of a nonconvex monotone follower control problem (Q844438) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem (Q1006096) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Approximation of stochastic equations driven by predictable processes (Q1113196) (← links)
- Effect of a drift discontinuity on a travelling Gaussian (Q1124848) (← links)
- The monotone follower problem in stochastic decision theory (Q1142195) (← links)
- Asymptotic Wiener-Poisson control (Q1161722) (← links)
- Super contact and related optimality conditions (Q1177286) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Applicable stochastic control: From theory to practice (Q1330528) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Risk vs. profit potential: (Q1351920) (← links)
- Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
- A class of discounted models for singular diffusion control (Q1428907) (← links)
- Numerical comparison of controls and verification of optimality for stochastic control problems (Q1586818) (← links)
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Convex integral functionals of regular processes (Q1747792) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- A leavable bounded-velocity stochastic control problem. (Q1766070) (← links)
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
