Pages that link to "Item:Q5950461"

The following pages link to Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach (Q5950461):

Displaying 48 items.

• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Utility maximization in models with conditionally independent increments (Q614120) (← links)
• On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Optimal management of durable pollution (Q953794) (← links)
• Qualitative properties of positive solutions for mixed integro-differential equations (Q1633135) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
• Optimal portfolios for logarithmic utility. (Q1877521) (← links)
• Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
• Power utility maximization in exponential Lévy models: Convergence of discrete-time to continuous-time maximizers (Q1935938) (← links)
• Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
• Optimal dividend-penalty strategies for insurance risk models with surplus-dependent premiums (Q2151095) (← links)
• Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
• Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
• On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
• \(L^p\)-maximal regularity of nonlocal parabolic equations and applications (Q2450589) (← links)
• Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
• Fractal first-order partial differential equations (Q2505217) (← links)
• Power utility maximization in an exponential Lévy model without a risk-free asset (Q2577655) (← links)
• Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
• Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
• Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
• Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
• An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes (Q3506297) (← links)
• ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
• A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596) (← links)
• UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
• Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
• POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
• Periodic homogenization for weakly elliptic Hamilton-Jacobi-Bellman equations with critical fractional diffusion (Q5037288) (← links)
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
• Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
• Solving a Hamilton–Jacobi–Bellman equation with constraints (Q5410801) (← links)
• Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)
• PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS (Q5422629) (← links)
• NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
• Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) (← links)
• Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
• Nonlocal equations with gradient constraints (Q6176104) (← links)
• Deep learning approximations for non-local nonlinear PDEs with Neumann boundary conditions (Q6204733) (← links)