学术报告（邵井海 9.29）

We introduce a result generalizing the connection between optimal singular stochastic control problem and optimal stopping problem for regime-switching processes. Via the optimal singular stochastic control,the optimal stopping time and the continuation region are characterized.Moreover, we prove the existence of optimal singular stochastic control for a finite horizon singular control problem with the cost function containing the terminal cost. We prove it directly by the ompactification method, which is based on an elaborate application of the properties of probability measures over the cadlag space. Such a problem was left open in Haussmann and Suo (SICON, 1995). In addition, our compactification method can remove the convexity condition on the coefficients used in Dufour and Miller (SICON, 2004).