✦ LIBER ✦

discontinuous reflection, and a class of singular stochastic control problems for diffusions

✍ Scribed by Ma, Jin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A General Optimality Conditions for Stoc

✍ Seid Bahlali; Adel Chala 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 534 KB

Extremal positive solutions for a class

✍ José Ángel Cid 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 144 KB

The Relaxed Stochastic Maximum Principle

✍ Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 207 KB

A class of discounted models for singula

✍ Kunhui Liu; Mingda Qin; Chuanlai Lu 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 237 KB

A Direct Solution Method for Stochastic

✍ Egami, Masahiko 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 369 KB

Newton's Method for a Class of Weakly Si

✍ Ito, Kazufumi; Kunisch, Karl 📂 Article 📅 2000 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 234 KB