Existence of optimal controls for singular control problems with state constraints
Work
Year: 2006
Type: article
Abstract: We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The ... more
Authors Amarjit Budhiraja, Kevin Ross
Institution Stanford University
Cites: 40
Cited by: 27
Related to: 10
FWCI: 0.617
Citation percentile (by year/subfield): 89.97
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze