On solvability of a two-sided singular control problem
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Publication:1935958
DOI10.1007/s00186-012-0398-1zbMath1256.93118OpenAlexW1974995114MaRDI QIDQ1935958
Publication date: 20 February 2013
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-012-0398-1
Optimal stochastic control (93E20) Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (11)
On the singular control of exchange rates ⋮ On a class of singular stochastic control problems for reflected diffusions ⋮ Game of Singular Stochastic Control and Strategic Exit ⋮ On an ergodic two-sided singular control problem ⋮ Expected Supremum Representation of the Value of a Singular Stochastic Control Problem ⋮ Optimality of Two-Parameter Strategies in Stochastic Control ⋮ A singular stochastic control problem with direction switching cost ⋮ Ergodic control of diffusions with random intervention times ⋮ Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem ⋮ A note on asymptotics between singular and constrained control problems of one-dimensional diffusions ⋮ Optimality of doubly reflected Lévy processes in singular control
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