8 citations · 12 across the 5 of their papers we have counts for
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math.PR2019★ 1 cited
On asymptotic relations between singular and constrained control problems of one-dimensional diffusions
Jukka Lempa, Harto Saarinen
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrain…
math.PR2019★ 8 cited
Ergodic control of diffusions with random intervention times
Jukka Lempa, Harto Saarinen
We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at jump ti…