Existence of optimal controls for singular control problems with state constraints-Reference-Cited by-同舟云学术

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Existence of optimal controls for singular control problems with state constraints

Published:2006-11-01 Issue:4 Volume:16 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Budhiraja Amarjit,Ross Kevin

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdfview_1/euclid.aoap/1169065223

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Variational Inequalities on Unbounded Domains for Zero-Sum Singular Controller vs. Stopper Games;Mathematics of Operations Research;2024-02-21

2. A singular stochastic control problem with direction switching cost;Mathematical Methods of Operations Research;2023-10-03

3. Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls;Stochastic Processes and their Applications;2023-08

4. From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes;SIAM Journal on Control and Optimization;2023-06-20

5. Extended Mean Field Games with Singular Controls;SIAM Journal on Control and Optimization;2023-02-22

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