Pages that link to "Item:Q1838224"
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The following pages link to Optimal stopping and a martingale approach to the penalty method (Q1838224):
Displaying 9 items.
- Optimal switching problems of tandem type (Q594839) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- Optimal switching for two-parameter stochastic processes (Q1176534) (← links)
- Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
- On a discretization procedure for the stopping time problem (Q3313042) (← links)
- Dynkin games and martingale methods (Q3685772) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
- Noncooperative n-player cyclic stopping games (Q4727930) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
