Optimal Switching in Finite Horizon under State Constraints (Q2818218): Difference between revisions

@@ Property / cites work @@
+A stochastic target formulation for optimal switching problems in finite horizon
+Normal rank
@@ Property / cites work @@
+Donsker-type theorem for BSDEs
@@ Property / cites work: Donsker-type theorem for BSDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of energy storage: an optimal switching approach
+Normal rank
@@ Property / cites work @@
+Q2725614
@@ Property / cites work: Q2725614 / rank @@
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4086511
@@ Property / cites work: Q4086511 / rank @@
+Normal rank
@@ Property / cites work @@
+On the Moments of the Modulus of Continuity of Itô Processes
+Normal rank
@@ Property / cites work @@
+An LP approach to dynamic programming principles for stochastic control problems with state constraints
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4314552
@@ Property / cites work: Q4314552 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+A mixed singular/switching control problem for a dividend policy with reversible technology investment
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint I
@@ Property / cites work: Optimal Control with State-Space Constraint I / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint. II
@@ Property / cites work: Optimal Control with State-Space Constraint. II / rank @@
+Normal rank
@@ Property / cites work @@
+Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
+Normal rank
@@ Property / OpenAlex ID @@
+W2951754247
@@ Property / OpenAlex ID: W2951754247 / rank @@
+Normal rank