On solvability of a two-sided singular control problem
type: Item
instance of: scholarly article
title: On solvability of a two-sided singular control problem
zbMATH Open document ID: 1256.93118
author: Pekka Matomäki
published in: Mathematical Methods of Operations Research
publication date: 2013-02-20T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 49J55
zbMATH DE Number: 6137618
zbMATH Keywords: singular stochastic control
zbMATH Keywords: two-sided control
zbMATH Keywords: linear diffusion
MaRDI profile type: Publication
full work available at URL: s00186-012-0398-1
OpenAlex ID: W1974995114
cites work: Optimal Investment with Costly Reversibility
cites work: On the option interpretation of rational harvesting planning
cites work: Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
cites work: On the properties of \(r\)-excessive mappings for a class of diffusions
cites work: A class of solvable impulse control problems
cites work: A class of solvable stopping games
cites work: Optimal capital accumulation under price uncertainty and costly reversibility
cites work: Optimal harvesting under resource stock and price uncertainty
cites work: On the Optimal Stochastic Impulse Control of Linear Diffusions
cites work: A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation
cites work: Controlled diffusion models for optimal dividend pay-out
cites work: Optimal Control under a Dynamic Fuel Constraint
cites work: An Analysis of Monotone Follower Problems for Diffusion Processes
cites work: Bounded Variation Singular Stochastic Control and Dynkin Game
cites work: Q3150773
cites work: Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold
cites work: Additive Control of Stochastic Linear Systems with Finite Horizon
cites work: On the optimal stopping problem for one-dimensional diffusions.
cites work: Optimal control of finite dams: continuous output procedure
cites work: Optimal partially reversible investment with entry decision and general production function
cites work: A Class of Singular Control Problems and the Smooth Fit Principle
cites work: Connections between Singular Control and Optimal Switching
cites work: Q3808989
cites work: Instantaneous Control of Brownian Motion
cites work: Controlling risk exposure and dividends payout schemes: Insurance company example
cites work: Avoiding the origin: A finite-fuel stochastic control problem
cites work: A class of singular stochastic control problems
cites work: Probabilistic aspects of finite-fuel stochastic control
cites work: Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
cites work: Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
cites work: Q4039796
cites work: A Class of Solvable Stochastic Investment Problems Involving Singular Controls
cites work: A note on optimal stopping of diffusions with a two-sided optimal rule
cites work: Optimal harvesting from a population in a stochastic crowded environment
cites work: Optimal stochastic intervention control with application to the exchange rate
cites work: Irreversible investment problems
cites work: Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs
cites work: Optimal Financing of a Corporation Subject To Random Returns
cites work: Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
DOI: 10.1007/S00186-012-0398-1
description: scientific article; zbMATH DE number 6137618