Pages that link to "Item:Q3168970"
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The following pages link to An Analysis of Monotone Follower Problems for Diffusion Processes (Q3168970):
Displayed 6 items.
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Curve following in illiquid markets (Q1932555) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)