Existence of optimal controls for singular control problems with state constraints

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dc.creatorBudhiraja, Amarjit
dc.creatorRoss, Kevin
dc.date2007-02-14
dc.date.accessioned2026-07-07T07:46:54Z
dc.date.available2026-07-07T07:46:54Z
dc.descriptionWe 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 existence of optimal controls for Brownian control problems \citehar, associated with a broad family of stochastic networks, follows as a consequence.
dc.descriptionPublished at http://dx.doi.org/10.1214/105051606000000556 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0702418
dc.identifierhttp://arxiv.org/abs/math/0702418
dc.identifierAnnals of Applied Probability 2006, Vol. 16, No. 4, 2235-2255
dc.identifierdoi:10.1214/105051606000000556
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123981
dc.subjectProbability
dc.subject93E20, 60K25, 49J30 (Primary)
dc.titleExistence of optimal controls for singular control problems with state constraints
dc.typetext

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