Regularity of the value function for a two-dimensional singular stochastic control problem
暂无分享,去创建一个
[1] T. Ting. Elastic-plasitc torsion of a square bar , 1966 .
[2] Tsuan Wu Ting. Elastic-plastic torsion problem II , 1967 .
[3] O. A. Ladyzhenskai︠a︡,et al. Linear and quasilinear elliptic equations , 1968 .
[4] Haim Brezis,et al. Equivalence de deux inéquations variationnelles et applications , 1971 .
[5] D. Gilbarg,et al. Elliptic Partial Differential Equa-tions of Second Order , 1977 .
[6] Luis A. Caffarelli,et al. The regularity of free boundaries in higher dimensions , 1977 .
[7] D. Kinderlehrer,et al. Regularity in free boundary problems , 1977 .
[8] A. J. Taylor,et al. Optimal control of a Brownian storage system , 1978 .
[9] Lawrence C. Evans,et al. A second order elliptic equation with gradient constraint , 1979 .
[10] H. Witsenhausen,et al. Some solvable stochastic control problemst , 1980 .
[11] Ioannis Karatzas,et al. The monotone follower problem in stochastic decision theory , 1981 .
[12] A. Friedman. Variational principles and free-boundary problems , 1982 .
[13] Maurice Robin,et al. On some cheap control problems for diffusion processes , 1983 .
[14] I. Karatzas. A class of singular stochastic control problems , 1983, Advances in Applied Probability.
[15] J. Michael Harrison,et al. Instantaneous Control of Brownian Motion , 1983, Math. Oper. Res..
[16] P. Lions,et al. A remark on Bony maximum principle , 1983 .
[17] Hitoshi Ishii,et al. Boundary regulatity and uniqueness for an elliptic equations with gradient constraint , 1983 .
[18] M. Chipot. Variational Inequalities and Flow in Porous Media , 1984 .
[19] D. P. Gaver,et al. Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers , 1984 .
[20] P. Lions,et al. Stochastic differential equations with reflecting boundary conditions , 1984 .
[21] Maurice Robin,et al. Additive control of stochastic linear systems with finite horizon , 1984, The 23rd IEEE Conference on Decision and Control.
[22] K. Deimling. Nonlinear functional analysis , 1985 .
[23] Michael I. Taksar,et al. Average Optimal Singular Control and a Related Stopping Problem , 1985, Math. Oper. Res..
[24] J. Harrison,et al. Brownian motion and stochastic flow systems , 1986 .
[25] P. Chow,et al. Additive control of stochastic linear systems with finite horizon , 1985 .
[26] S. Shreve,et al. Absolutely continuous and singular stochastic control , 1986 .
[27] S. Min. Singular control problems in bounded intervals , 1987 .