Optimal switching at Poisson random intervention times (Q316899): Difference between revisions

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+On the One-Dimensional Optimal Switching Problem
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+Sequential tracking of a hidden Markov chain using point process observations
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+Optimal Switching in an Economic Activity under Uncertainty
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+Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+Trend Following Trading under a Regime Switching Model
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+Backwards SDE with random terminal time and applications to semilinear elliptic PDE
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+A model for investment decisions with switching costs.
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+Optimal stopping with random intervention times
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+Backward Stochastic Differential Equations in Finance
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Optimal stopping with information constraint
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+Stochastic Control Representations for Penalized Backward Stochastic Differential Equations
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+Funding liquidity, debt tenor structure, and creditor's belief: an exogenous dynamic debt run model
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+Forward-backward stochastic differential equations and their applications
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+Adapted solution of a backward stochastic differential equation
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+Continuous-time stochastic control and optimization with financial applications
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+Optimal Switching over Multiple Regimes
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+Valuation of power plants by utility indifference and numerical computation
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+Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
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+Q4255599
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