Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2089690135 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of solvable singular stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Optimal Stochastic Impulse Control of Linear Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150773 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping with random intervention times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stopping at the maximum of geometric Brownian motion when signals are received / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of singular stochastic control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Class of Solvable Stochastic Investment Problems Involving Singular Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some applications of impulse control in mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping with information constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio of low liquid assets with a log-utility function / rank
 
Normal rank
Property / cites work
 
Property / cites work: An impulse control of a geometric Brownian motion with quadratic costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Irreversible investment problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic control problems where small intervention costs have big effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4550917 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some control problems with random intervention times / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Bounded Variation Control Problem for Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:46, 8 July 2024

scientific article; zbMATH DE number 6293577
Language Label Description Also known as
English
Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
scientific article; zbMATH DE number 6293577

    Statements

    Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (English)
    0 references
    0 references
    9 May 2014
    0 references
    bounded variation control
    0 references
    Itô diffusion
    0 references
    Poisson process
    0 references
    resolvent operator
    0 references
    singular stochastic control
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references