Pages that link to "Item:Q3578408"
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The following pages link to OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408):
Displayed 7 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
- Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)
- Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)