Pages that link to "Item:Q1411892"
From MaRDI portal
The following pages link to Singular stochastic control in the presence of a state-dependent yield structure (Q1411892):
Displaying 24 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- On a dual risk model perturbed by diffusion with dividend threshold (Q335054) (← links)
- Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems (Q1689379) (← links)
- Optimal multi-dimensional stochastic harvesting with density-dependent prices (Q1689690) (← links)
- Asymptotic harvesting of populations in random environments (Q1738027) (← links)
- Sustainable harvesting policies under long-run average criteria: near optimality (Q1987331) (← links)
- An optimal extraction problem with price impact (Q2041026) (← links)
- Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
- Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
- Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
- Harvesting of interacting stochastic populations (Q2313958) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- A constrained non-linear regular-singular stochastic control problem, with applications. (Q2574623) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Singular stochastic control model for algae growth management in dam downstream (Q3300934) (← links)
- OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS (Q3553258) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- Comparison of optimal harvesting policies with general logistic growth and a general harvesting function (Q6560097) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6622693) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)
