Pages that link to "Item:Q4286674"
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The following pages link to discontinuous reflection, and a class of singular stochastic control problems for diffusions (Q4286674):
Displaying 6 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control (Q2114262) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- An Optimal Dividend Problem with Capital Injections over a Finite Horizon (Q5232239) (← links)