Pages that link to "Item:Q4016754"

The following pages link to Investment-Consumption Models with Transaction Fees and Markov-Chain Parameters (Q4016754):

Displaying 26 items.

• On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
• An optimal consumption-investment model with constraint on consumption (Q326805) (← links)
• Investment-consumption with regime-switching discount rates (Q459181) (← links)
• Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779) (← links)
• An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
• Numerical analysis of a free-boundary singular control problem in financial economics (Q673248) (← links)
• Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
• Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
• Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
• Dynamic credit investment in partially observed markets (Q889624) (← links)
• Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
• Annuitization and asset allocation (Q1027412) (← links)
• Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
• Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
• Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
• Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
• Mean-variance portfolio selection with regime switching under shorting prohibition (Q1755841) (← links)
• Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
• Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
• A consumption-investment model with state-dependent lower bound constraint on consumption (Q2166446) (← links)
• A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
• MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)
• DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
• Interbank lending with benchmark rates: Pareto optima for a class of singular control games (Q6054384) (← links)