Pages that link to "Item:Q1332169"
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The following pages link to Regularity of the free boundary in singular stochastic control (Q1332169):
Displaying 16 items.
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
- Characterization of the optimal policy for a multidimensional parabolic singular stochastic control problem (Q2813315) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- A free boundary problem related to singular stochastic control: the parabolic case (Q4713358) (← links)
- The optimal control of the cheap monotone follower (Q4849123) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- Singular ergodic control for multidimensional Gaussian–Poisson processes (Q5410804) (← links)
- Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)
- Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
- A singular stochastic control problem with direction switching cost (Q6182685) (← links)
- A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions (Q6616872) (← links)
- Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications (Q6669136) (← links)
