Multidimensional Singular Control and Related Skorokhod Problem: Suficient Conditions for the Characterization of Optimal Controls
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Cited by:
- Guanxing Fu & Ulrich Horst & Xiaonyu Xia, 2022. "A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies," Papers 2207.00446, arXiv.org, revised Sep 2023.
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Keywords
Dynkin games; re ected diffusion; singular stochastic control; Skorokhod problem; variational inequalities;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ORE-2021-03-29 (Operations Research)
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