Nonzero-sum impulse games with regime switching (Q2081783): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.automatica.2022.110439 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Optimal Simple Policies for Discounted-Cost Inventory and Cash Management in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closed-Form Solutions for Perpetual American Put Options with Regime Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal switching under a hybrid diffusion model and applications to stock trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid optimal impulse control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Optimal Harvesting Problems in Random Environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time Markov chains and applications. A two-time-scale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hybrid switching diffusions. Properties and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.AUTOMATICA.2022.110439 / rank
 
Normal rank

Latest revision as of 00:09, 17 December 2024

scientific article
Language Label Description Also known as
English
Nonzero-sum impulse games with regime switching
scientific article

    Statements

    Nonzero-sum impulse games with regime switching (English)
    0 references
    0 references
    0 references
    30 September 2022
    0 references
    stochastic differential game
    0 references
    Markov chain
    0 references
    impulse control
    0 references
    verification theorem
    0 references
    variational inequalities
    0 references

    Identifiers

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