Pages that link to "Item:Q4911011"
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The following pages link to Analysis of Hamilton-Jacobi-Bellman equations arising in stochastic singular control (Q4911011):
Displaying 16 items.
- On Hamilton-Jacobi-Bellman equations with convex gradient constraints (Q345900) (← links)
- Large-time behavior for obstacle problems for degenerate viscous Hamilton-Jacobi equations (Q745581) (← links)
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control (Q879373) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← links)
- On an ergodic two-sided singular control problem (Q2156349) (← links)
- Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints (Q2223611) (← links)
- Study of a degenerate elliptic equation in an optimal consumption problem under partial information (Q2352145) (← links)
- On the solutions of the problem for a singular ergodic control (Q2412829) (← links)
- Hamilton-Jacobi-Bellman equations with fast gradient-dependence (Q2710410) (← links)
- Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit (Q2931975) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- Nonlocal equations with gradient constraints (Q6176104) (← links)
- Well-posedness for a transmission problem connecting first and second-order operators (Q6612250) (← links)
