Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

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Journal of Optimization Theory and Applications, Vol. 121, Iss. 1, 2004-04 ,pp. : 77-98

Springer Publishing Company

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Stochastic Near-Optimal Singular Controls for Jump Diffusions: Necessary and Sufficient Conditions

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Journal of Dynamical and Control Systems, Vol. 19, Iss. 4, 2013-10 ,pp. : 503-517

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On singular stochastic control and optimal stopping of spectrally negative jump diffusions

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Taylor & Francis Ltd

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Optimal stopping and stochastic control differential games for jump diffusions

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Maximum Principle for a Stochastic Optimal Control Problem and Application to Portfolio/Consumption Choice

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