Pages that link to "Item:Q4313779"
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The following pages link to A singular stochastic control problem in an unbounded domain (Q4313779):
Displaying 9 items.
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (Q934146) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- (Q2741098) (← links)
- A free boundary problem related to singular stochastic control: the parabolic case (Q4713358) (← links)
- (Q4904157) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Intrinsic difficulties in stochastic control of unstable convolution operators on Z (Q5266692) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)