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Singular Optimal Stochastic Controls I: Existence

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1995Singular Optimal Stochastic Controls II: Dynamic programming78 cited
2004Singular Stochastic Control Problems43 cited
2007The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

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41 cited

2017Mean Field Games with Singular Controls39 cited

2006Maximum Principle for Singular Stochastic Control Problems38 cited

2014Characterization of the Optimal Boundaries in Reversible Investment Problems36 cited

2013On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality34 cited

2003A Connection between Singular Stochastic Control and Optimal Stopping34 cited

2005Bounded Variation Singular Stochastic Control and Dynkin Game34 cited

2005A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation31 cited

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1998Optimal Control of Inflation: A Central Bank Problem28 cited

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2016On singular control problems with state constraints and regime-switching: A viscosity solution approach23 cited

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