4 Treffer für Schlagwort = "Hamilton- Jacobi-Bellman equation"
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A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
On an optimal extraction problem with regime switching
Ferrari, Giorgio ; Yang, Shuzhen
2016
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
Stochastic nonzero-sum games: a new connection between singular control and optimal stopping
de Angelis, Tiziano ; Ferrari, Giorgio
2016