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A Class of Singular Control Problems and the Smooth Fit Principle
16 references·0 citing·49 second hop
A Class of Singular Control Problems and the Smooth Fit Principle (2009)A Class of Singular Control Problems and …Connections between Singular Control and Optimal Switching (2008)Connections between Singular …Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (2007)Explicit Solution to an Optim…A Model for Reversible Investment Capacity Expansion (2007)A Model for Reversible Invest…Optimal partially reversible investment with entry decision and general production function (2005)Optimal partially reversible …Drift rate control of a Brownian processing system (2005)Drift rate control of a Brown…Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems (2001)Singular Stochastic Control, …Connections between optimal stopping and singular stochastic control (1998)Connections between optimal s…Dynamic control of Brownian networks: state space collapse and\n\t\t equivalent workload formulations (1997)Dynamic control of Brownian n…An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility (1997)An exact solution for the inv…Irreversible investment and industry equilibrium (1996)Irreversible investment and i…Heavy Traffic Convergence of a Controlled, Multiclass Queueing System (1996)Heavy Traffic Convergence of …Optimal Switching in an Economic Activity under Uncertainty (1994)Optimal Switching in an Econo…A Class of Solvable Stochastic Investment Problems Involving Singular Controls (1993)A Class of Solvable Stochasti…Optimal capacity expansion under uncertainty (1987)Optimal capacity expansion un…Connections Between Optimal Stopping and Singular Stochastic Control II. 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this work references cited by second hop

References

  • 1983Instantaneous Control of Brownian Motion295 cited
  • 1994Optimal Switching in an Economic Activity under Uncertainty198 cited
  • 1997Dynamic control of Brownian networks: state space collapse and\n\t\t equivalent workload formulations148 cited
  • 1987Optimal capacity expansion under uncertainty140 cited
  • 1996Irreversible investment and industry equilibrium136 cited
  • 1985Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems123 cited
  • 1997An exact solution for the investment and value of a firm facing uncertainty, adjustment costs, and irreversibility119 cited
  • 2007Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case97 cited
  • 2007A Model for Reversible Investment Capacity Expansion95 cited
  • 2001Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems90 cited
  • 1993A Class of Solvable Stochastic Investment Problems Involving Singular Controls86 cited
  • 2005Optimal partially reversible investment with entry decision and general production function85 cited
  • 1996Heavy Traffic Convergence of a Controlled, Multiclass Queueing System77 cited
  • 2008Connections between Singular Control and Optimal Switching73 cited

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2005
Drift rate control of a Brownian processing system
68 cited
  • 1998Connections between optimal stopping and singular stochastic control67 cited
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