The one-shot problem: Solution to an open question of finite-fuel singular control with discretionary stopping
Fuente:
arXiv
Saved in:
| Main Authors: | Moriarty, John, Rodosthenous, Neofytos |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
by: Rodosthenous, Neofytos, et al.
Published: (2025)
by: Rodosthenous, Neofytos, et al.
Published: (2025)
Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024)
by: Beneš, Václav E., et al.
Published: (2024)
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
by: Bodnariu, Andi, et al.
Published: (2026)
by: Bodnariu, Andi, et al.
Published: (2026)
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024)
by: Pradhan, Somnath, et al.
Published: (2024)
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
by: Ferrari, Giorgio, et al.
Published: (2025)
by: Ferrari, Giorgio, et al.
Published: (2025)
Ergodic Risk Sensitive Control of Diffusions under a General Structural Hypothesis
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
On approximations of stochastic optimal control problems with an application to climate equations
by: Flandoli, Franco, et al.
Published: (2024)
by: Flandoli, Franco, et al.
Published: (2024)
Optimal control for production inventory system with various cost criterion
by: Golui, Subrata, et al.
Published: (2022)
by: Golui, Subrata, et al.
Published: (2022)
Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
by: Wang, Qiming, et al.
Published: (2024)
by: Wang, Qiming, et al.
Published: (2024)
An irreversible investment problem with a learning-by-doing feature
by: Ekström, Erik, et al.
Published: (2024)
by: Ekström, Erik, et al.
Published: (2024)
Moment estimates, exponential integrability, concentration inequalities and exit times estimates on evolving manifolds
by: Baumgarth, Robert
Published: (2024)
by: Baumgarth, Robert
Published: (2024)
Strong and weak quantitative estimates in slow-fast diffusions using filtering techniques
by: Anugu, Sumith Reddy, et al.
Published: (2025)
by: Anugu, Sumith Reddy, et al.
Published: (2025)
De Finetti's Control for Refracted Skew Brownian Motion
by: Gao, Zhongqin, et al.
Published: (2024)
by: Gao, Zhongqin, et al.
Published: (2024)
Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound
by: Guérin, Hélène, et al.
Published: (2024)
by: Guérin, Hélène, et al.
Published: (2024)
Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
by: Ciccarella, Carlo, et al.
Published: (2024)
by: Ciccarella, Carlo, et al.
Published: (2024)
Dynamic minimisation of the commute time for a one-dimensional diffusion
by: Hernández-Hernández, Ma. Elena, et al.
Published: (2024)
by: Hernández-Hernández, Ma. Elena, et al.
Published: (2024)
Splitting infinity: a de Finetti game with state-dependent profit rates and singular control for diffusions
by: Chlebicki, Piotr, et al.
Published: (2025)
by: Chlebicki, Piotr, et al.
Published: (2025)
On the saddle point of a zero-sum stopper vs. singular-controller game
by: Bovo, Andrea, et al.
Published: (2024)
by: Bovo, Andrea, et al.
Published: (2024)
SDEs with no strong solution arising from a problem of stochastic control
by: Cox, Alexander M. G., et al.
Published: (2022)
by: Cox, Alexander M. G., et al.
Published: (2022)
Singular stochastic control problems motivated by the optimal sustainable exploitation of an ecosystem
by: Liang, Gechun, et al.
Published: (2020)
by: Liang, Gechun, et al.
Published: (2020)
Singular control with state-dependent costs for Lévy processes
by: Ernesto, Mordecki, et al.
Published: (2026)
by: Ernesto, Mordecki, et al.
Published: (2026)
A potential-theoretic approach to optimal stopping in a spectrally Lévy Model
by: Egami, Masahiko, et al.
Published: (2025)
by: Egami, Masahiko, et al.
Published: (2025)
Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics
by: Chen, Zengjing, et al.
Published: (2024)
by: Chen, Zengjing, et al.
Published: (2024)
The effect of latency on optimal order execution policy
by: Ma, Chutian, et al.
Published: (2025)
by: Ma, Chutian, et al.
Published: (2025)
Model-free policy gradient for discrete-time mean-field control
by: Meunier, Matthieu, et al.
Published: (2026)
by: Meunier, Matthieu, et al.
Published: (2026)
Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)
by: Golichenko, Iryna, et al.
Published: (2016)
On Strategic Measures and Optimality Properties in Discrete-Time Stochastic Control with Universally Measurable Policies
by: Yu, Huizhen
Published: (2022)
by: Yu, Huizhen
Published: (2022)
Impulse control maximising average cost per unit time: a non-uniformly ergodic case
by: Palczewski, Jan, et al.
Published: (2016)
by: Palczewski, Jan, et al.
Published: (2016)
Representation Theorems for Convex Expectations and Semigroups on Path Space
by: Criens, David, et al.
Published: (2025)
by: Criens, David, et al.
Published: (2025)
Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
by: Bender, Christian, et al.
Published: (2023)
by: Bender, Christian, et al.
Published: (2023)
A geometric perspective of state estimation using Kalman filters
by: Baran, Mateusz, et al.
Published: (2025)
by: Baran, Mateusz, et al.
Published: (2025)
Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2026)
by: Bäuerle, Nicole, et al.
Published: (2026)
Blackwell optimality and policy stability for long-run risk sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2024)
by: Bäuerle, Nicole, et al.
Published: (2024)
Branched harmonic majorants: representations for multidimensional optimal stopping
by: Moriarty, John
Published: (2025)
by: Moriarty, John
Published: (2025)
The Gittins index is optimal for dynamic allocation with conditionally independent filtrations
by: Wang, Christopher
Published: (2023)
by: Wang, Christopher
Published: (2023)
Explicit Solution to a government debt reduction problem: a stochastic control approach
by: Ceci, Claudia, et al.
Published: (2025)
by: Ceci, Claudia, et al.
Published: (2025)
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
by: Helmes, K. L., et al.
Published: (2026)
by: Helmes, K. L., et al.
Published: (2026)
An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
by: Wang, Qiming, et al.
Published: (2024)
by: Wang, Qiming, et al.
Published: (2024)
Mean-Field Games with two-sided singular controls for Lévy processes
by: Oliú, Facundo
Published: (2025)
by: Oliú, Facundo
Published: (2025)
Soft-constrained Schrodinger Bridge: a Stochastic Control Approach
by: Garg, Jhanvi, et al.
Published: (2024)
by: Garg, Jhanvi, et al.
Published: (2024)
Similar Items
-
Optimal stopping involving a diffusion and its running maximum: a generalisation of the maximality principle
by: Rodosthenous, Neofytos, et al.
Published: (2025) -
Drift Control with Discretionary Stopping for a Diffusion
by: Beneš, Václav E., et al.
Published: (2024) -
Outrunning the Omega Clock: A Singular Control Problem for Dividend Optimisation with Ruin and Time-in-Distress Default
by: Bodnariu, Andi, et al.
Published: (2026) -
Near Optimality of Lipschitz and Smooth Policies in Controlled Diffusions
by: Pradhan, Somnath, et al.
Published: (2024) -
On the Singular Control of a Diffusion and Its Running Infimum or Supremum
by: Ferrari, Giorgio, et al.
Published: (2025)