Finite Fuel Problem in Nonlinear Singular Stochastic Control
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/050637236
Reference22 articles.
1. Singular Stochastic Control, Linear Diffusions, and Optimal Stopping: A Class of Solvable Problems
2. Singular stochastic control in the presence of a state-dependent yield structure
3. Discontinuous solutions of deterministic optimal stopping time problems
4. Optimal control and differential games with measures
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