SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Pair of Explicitly Solvable Singular Stochastic Control Problems · Study

ArticleShelves

ArticleA Pair of Explicitly Solvable Singular Stochastic Control Problems

Mark H. Davis1998

Article1998

A Pair of Explicitly Solvable Singular Stochastic Control Problems

25 citations·0/0 files stored·Applied Mathematics & Optimization

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Adaptive Dynamic Programming Control

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 25 citations exist upstream.

References

2007Brownian Motion and Stochastic Calculus 2005Controlled Markov Processes and Viscosity Solutions 1980Controlled Diffusion Processes 1984Stochastic differential equations with reflecting boundary conditions 1980Some solvable stochastic control problemst†1983Instantaneous Control of Brownian Motion 1984Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers 2006A class of singular stochastic control problems

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1998Connections between optimal stopping and singular stochastic controlarticle · 8 shared references 1989Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problemarticle · 6 shared references 1991A free boundary problem related to singular stochastic control: the parabolic casearticle · 6 shared references 2004Singular Stochastic Control Problemsarticle · 6 shared references 2000Optimal Policies for n -Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problemarticle · 6 shared references 2015Game of Singular Stochastic Control and Strategic Exitarticle · 6 shared references

Details

Year1998

Typearticle

Published1998-11-01

VenueApplied Mathematics & Optimization

ISSN-L0095-4616

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s002459900094

openalex_workW2001506475

Links

Imported from OpenAlex (CC0) — nothing here is generated.