Pages that link to "Item:Q4700350"

The following pages link to A class of solvable singular stochastic control problems (Q4700350):

Displaying 33 items.

• Towards an example of a nonconvex monotone follower control problem (Q844438) (← 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)
• Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287) (← links)
• Singular stochastic control in the presence of a state-dependent yield structure (Q1411892) (← links)
• On the properties of \(r\)-excessive mappings for a class of diffusions (Q1429116) (← links)
• Unique solvability of a singular stochastic control model for population management (Q1647443) (← links)
• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
• A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
• On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
• On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
• Solution to a class of stochastic LQ problems with bounded control (Q2391330) (← links)
• Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
• On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
• (Q3408239) (← links)
• Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
• Singular Stochastic Control Problems Solved by a Sparse Simplex Method (Q3827160) (← links)
• (Q4025637) (← links)
• (Q4025646) (← links)
• A singular stochastic control problem in an unbounded domain (Q4313779) (← links)
• (Q4551608) (← links)
• On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
• Ergodic control of diffusions with random intervention times (Q4964777) (← links)
• A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
• A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
• Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
• On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)