Pages that link to "Item:Q4840920"
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The following pages link to Singular stochastic control for diffusions and sde with discontinuous (Q4840920):
Displaying 4 items.
- The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection (Q5169710) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)