Pages that link to "Item:Q4302299"

The following pages link to Optimal Switching in an Economic Activity under Uncertainty (Q4302299):

Displaying 50 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Thinning and harvesting in stochastic forest models (Q622230) (← links)
• A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
• Uncertain switching costs and purchase decisions in electronic markets (Q816357) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Entry and exit decisions based on a discount factor approach (Q959657) (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) (← links)
• The effect of mean reversion on entry and exit decisions under uncertainty (Q964582) (← links)
• Finite maturity caps and floors on continuous flows (Q1029997) (← links)
• The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth (Q1128634) (← links)
• Optimal harvesting under stochastic fluctuations and critical depensation (Q1306974) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Hysteresis due to irreversible exit: addressing the option to mothball (Q1657608) (← links)
• Optimal entry to an irreversible investment plan with non convex costs (Q1687372) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• A model for investment decisions with switching costs. (Q1872483) (← links)
• An optimal extraction problem with price impact (Q2041026) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• Flexibility premium of emissions permits (Q2246672) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Solution examples of an impulse control problem (Q2349654) (← links)
• The determinant of production entry and exit model on financing behavior (Q2378474) (← links)
• Optimal exit strategies for investment projects (Q2512665) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• Analysis of production decisions under budget limitations (Q3108382) (← links)
• Non-robustness with Respect to Intervention Costs in Optimal Control (Q3158140) (← links)
• Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
• Impulse control problem with switching technology (Q4648599) (← links)
• A class of solvable singular stochastic control problems (Q4700350) (← links)
• OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES (Q4904519) (← links)
• Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← 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)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
• An Option-Based Operational Risk Management Model for Pandemics (Q5029056) (← links)
• New Venture Creation: A Drift-Variance Diffusion Control Model (Q5058056) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)