On solvability of a two-sided singular control problem. - Pekka Matomäki (Math. Methods Oper. Res., 2012)

Optimal Stopping of the Maximum Process. - Luis H. R. Alvarez; Pekka Matomäki (J. Appl. Probab., 2014)

A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. - Luis H. R. Alvarez; Pekka Matomäki; Teppo A. Rakkolainen (SIAM J. Control. Optim., 2014)

Expected Supremum Representation of the Value of a Singular Stochastic Control Problem. - Luis H. R. Alvarez; Pekka Matomäki (SIAM J. Control. Optim., 2017)