Application of doubly reflected BSDEs to an impulse control problem (Q5746729): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q3953613 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Starting and Stopping Problem: Application in Reversible Investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation for continuously and discretely reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some New BSDE Results for an Infinite-Horizon Stochastic Control Problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3925594 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\) solutions of backward stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backwards SDE with random terminal time and applications to semilinear elliptic PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized BSDEs and nonlinear Neumann boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward SDEs with two barriers and continuous coefficient: an existence result / rank
 
Normal rank

Latest revision as of 08:53, 7 July 2024

scientific article; zbMATH DE number 6256422
Language Label Description Also known as
English
Application of doubly reflected BSDEs to an impulse control problem
scientific article; zbMATH DE number 6256422

    Statements

    Application of doubly reflected BSDEs to an impulse control problem (English)
    0 references
    0 references
    0 references
    7 February 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    impulse control
    0 references
    infinite horizon
    0 references
    reflected backward stochastic differential equations
    0 references
    double barrier
    0 references
    0 references