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

By Alvarez Luis   Rakkolainen Teppo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 1, 2009-02 ,pp. : 55-78

Taylor & Francis Ltd

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

By Framstad N. C.   Øksendal B.   Sulem A.  

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

Springer Publishing Company

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

By Framstad N.   Øksendal B.   Sulem A.  

Journal of Optimization Theory and Applications, Vol. 124, Iss. 2, 2005-02 ,pp. : 511-512

Springer Publishing Company

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

By Hafayed Mokhtar   Abbas Syed  

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

Springer Publishing Company

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A Connection between Singular Stochastic Control and Optimal Stopping

By Benth Fred Espen   Reikvam Kristin  

Applied Mathematics and Optimization, Vol. 49, Iss. 1, 2004-12 ,pp. : 27-41

Springer Publishing Company

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