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  • Search: subject:"reflected one-dimensional diffusions"
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Year of publication
Subject
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optimal dividend 2 optimal harvesting 2 optimal stopping 2 reflected one-dimensional diffusions 2 singular stochastic control 2 variational inequality 2 Control theory 1 Dividend 1 Dividende 1 Kontrolltheorie 1 Mathematical programming 1 Mathematische Optimierung 1 Search theory 1 Stochastic process 1 Stochastischer Prozess 1 Suchtheorie 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Ferrari, Giorgio 2
Published in...
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Center for Mathematical Economics Working Papers 1 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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On a class of singular stochastic control problems for reflected diffusions
Ferrari, Giorgio - 2017
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for a general onedimensional diffusion that is reflected at...
Persistent link: https://www.econbiz.de/10012042131
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Cover Image
On a class of singular stochastic control problems for reflected diffusions
Ferrari, Giorgio - 2017
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for a general onedimensional diffusion that is reflected at...
Persistent link: https://www.econbiz.de/10011892164
Saved in:
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