Pages that link to "Item:Q4684782"
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The following pages link to On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782):
Displaying 7 items.
- A quasi-sure approach to the control of non-Markovian stochastic differential equations (Q428636) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
- Pathwise Stochastic Control Problems and Stochastic HJB Equations (Q5426921) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)