scientific article

zbMath0983.93077MaRDI QIDQ2741098

Frederik Boetius

Publication date: 23 April 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stoppingforward-backward stochastic differential equationssingular stochastic controlDynkin gamebounded variation controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Related Items (7)

From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes ⋮ A singular stochastic control problem with direction switching cost ⋮ Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality ⋮ Solving singular control from optimal switching ⋮ Singular optimal controls for stochastic recursive systems under convex control constraint ⋮ Necessary conditions for optimal singular stochastic control problems ⋮ Existence of optimal controls for singular control problems with state constraints

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