{
  "id": "math/0702418",
  "version": "v1",
  "published": "2007-02-14T13:56:34.000Z",
  "updated": "2007-02-14T13:56:34.000Z",
  "title": "Existence of optimal controls for singular control problems with state constraints",
  "authors": [
    "Amarjit Budhiraja",
    "Kevin Ross"
  ],
  "comment": "Published 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)",
  "journal": "Annals of Applied Probability 2006, Vol. 16, No. 4, 2235-2255",
  "doi": "10.1214/105051606000000556",
  "categories": [
    "math.PR"
  ],
  "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 existence of optimal controls for Brownian control problems \\citehar, associated with a broad family of stochastic networks, follows as a consequence.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-02-14T13:56:34.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "93E20",
      "60K25",
      "49J30"
    ],
    "keywords": [
      "singular control problems",
      "optimal control",
      "state constraints",
      "brownian control problems",
      "weak convergence arguments"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007math......2418B"
    }
  }
}