Pages that link to "Item:Q4750516"

The following pages link to A class of singular stochastic control problems (Q4750516):

Displaying 50 items.

• Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
• Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
• Explicit formula for the optimal government debt ceiling (Q513084) (← links)
• A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
• Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
• Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
• Singular control with state constraints on unbounded domain (Q858986) (← links)
• Dynamic revenue management of a toll road project under transportation demand uncertainty (Q862491) (← links)
• Optimal buffer size for a stochastic processing network in heavy traffic (Q885545) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• A singular control model with application to the goodwill problem (Q952745) (← links)
• Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
• A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
• A note on two-sided stochastic control problems (Q1080406) (← links)
• A Wong-Zakai-type theorem for certain discontinuous semimartingales (Q1124207) (← links)
• Singular ergodic control for multidimensional Gaussian processes (Q1185812) (← links)
• Generalized solution in singular stochastic control: The nondegenerate problem (Q1188287) (← links)
• Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
• Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
• Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← 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)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
• Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
• Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
• Boundedness of a derived function of a solution of a class of diffusion variational equations (Q1882491) (← links)
• On solvability of a two-sided singular control problem (Q1935958) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Irreversible capital accumulation with economic impact (Q2013934) (← links)
• Nash equilibria in a class of Markov stopping games with total reward criterion (Q2067263) (← links)
• Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
• MFGs for partially reversible investment (Q2145812) (← links)
• On an ergodic two-sided singular control problem (Q2156349) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
• Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
• Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
• The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
• Game of Singular Stochastic Control and Strategic Exit (Q3465937) (← links)
• Absolutely continuous and singular stochastic control^† (Q3679089) (← links)
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations (Q3759634) (← links)
• Singular control problems in bounded intervals (Q3764785) (← links)
• Equivalent models for finite-fuel stochastic control (Q3775455) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• A class of solvable singular stochastic control problems (Q4700350) (← links)
• A free boundary problem related to singular stochastic control: the parabolic case (Q4713358) (← links)