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Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Optimal Stopping Rules
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Capacités et processus stochastiques
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On optimal stopping and free boundary problems
inferredcites →https://doi.org/10.1007/bf01442115openalex-snapshot
The monotone follower problem in stochastic decision theory
inferredcites →https://doi.org/10.1016/0304-4149(78)90059-5openalex-snapshot
Optimal control of a Brownian storage system
inferredcites →https://doi.org/10.1016/s0924-6509(08)x7014-xopenalex-snapshot
Stochastic Differential Equations and Diffusion Processes
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Some solvable stochastic control problemst†
inferredcites →https://doi.org/10.1137/0322005openalex-snapshot
Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
inferredcites →https://doi.org/10.1137/0322054openalex-snapshot
Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
inferredcites →https://doi.org/10.1214/aop/1176994567openalex-snapshot
Reflexion Discontinue et Systemes Stochastiques
inferredcites →https://doi.org/10.1287/moor.8.3.439openalex-snapshot
Instantaneous Control of Brownian Motion
inferredcites →https://doi.org/10.2307/1426320openalex-snapshot
Optimal stopping problems for Brownian motion
inferredcites →https://doi.org/10.2307/1426435openalex-snapshot
A class of singular stochastic control problems

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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