Pages that link to "Item:Q4722939"
From MaRDI portal
The following pages link to Singular stochastic control and optimal stopping (Q4722939):
Displaying 11 items.
- Characterization of stochastic control with optimal stopping in a Sobolev space (Q522802) (← links)
- Optimal switching between a pair of Brownian motions (Q749030) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Probabilistic characteristics of one stopping rule for steady control (Q1908369) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)