Pages that link to "Item:Q3581043"
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The following pages link to A Finite Horizon Optimal Multiple Switching Problem (Q3581043):
Displayed 50 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions (Q2156350) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Solution examples of an impulse control problem (Q2349654) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- An overview of unconstrained free boundary problems (Q2955795) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
- Impulse control problem with switching technology (Q4648599) (← 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)
- System of variational inequalities with interconnected obstacles (Q5065523) (← links)
- On a switching control problem with càdlàg costs (Q5086897) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)