21 citations · 30 across the 6 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2022
A mixed singular/switching control problem with terminal cost for modulated diffusion processes
Mark Kelbert, Harold A. Moreno-Franco
In this paper, we study the regularity of the value function associated with a stochastic control problem where two controls act simultaneously on a modulated multidimensional diff…
math.OC2020
On a mixed singular/switching control problem with multiples regimes
Mark Kelbert, Harold A. Moreno-Franco
This paper studies {a} mixed singular/switching stochastic control problem for a multidimensional diffusion with multiples regimes on a bounded domain. Using probabilistic, partial…