On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology
Author:
Funder
National Science Foundation
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
https://epubs.siam.org/doi/pdf/10.1137/19M1303988
Reference40 articles.
1. Controlled diffusion models for optimal dividend pay-out
2. Singular control with state constraints on unbounded domain
3. An Asymptotic Optimality Result for the Multiclass Queue with Finite Buffers in Heavy Traffic
4. A Multivariate Functional Limit Theorem in Weak $$M_{1}$$ M 1 Topology
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