On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology

DOI10.1137/19M1303988zbMath1458.93265arXiv1905.02608MaRDI QIDQ5855524

Asaf Cohen

Publication date: 18 March 2021

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.02608

zbMATH Keywords

optimal controlssingular controltime-stretchingweak-M1 topology

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Optimal stochastic control (93E20) Diffusion processes (60J60)

Related Items (max. 100)

Extended Mean Field Games with Singular Controls ⋮ Optimal Ergodic Harvesting under Ambiguity ⋮ Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls ⋮ Optimal Dividend Problem: Asymptotic Analysis

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