Control Problems on Networks -- Stochastic Games and Positional Games on Networks. …-objective discrete control problems and hierarchical control problems on networks. Given its scope, the book will benefit all researchers … and graduate students who are interested in Markov theory, control theory, optimization and games. …

takes the form of singular control. Spot competition is of Cournot type. For this model there exists a parameterized and …

finite-fuel two-dimensional degenerate singular stochastic control problem over an infinite time-horizon. We provide explicit … expressions both for the value function and for the optimal control. We show that the latter prescribes a Skorokhod reflection of … techniques are those of stochastic calculus and stochastic optimal control theory. …