References

• 2005Controlled Markov Processes and Viscosity Solutions2,698 cited
• 1990Numerical Methods for Stochastic Control Problems in Continuous Time1,400 cited
• 1994Controlled markov processes and viscosity solutions1,024 cited
• 1984Stochastic differential equations with reflecting boundary conditions817 cited
• 1992Numerical Methods for Stochastic Control Problems in Continuous Time625 cited
• 1977Probability Methods for Approximations in Stochastic Control and for Elliptic Equations343 cited
• 1989Regularity of the Value Function for a Two-Dimensional Singular Stochastic Control Problem118 cited
• 1993Optimal Consumption and Portfolio Rules with Durability and Local Substitution99 cited
• 1992Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters97 cited
• 1991Numerical Methods for an Optimal Investment-Consumption Model56 cited

Cited by

No citing works inside the corpus for this window.