On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609): Difference between revisions

@@ Property / DOI @@
-.1016/j.jet.2015.03.015
@@ Property / DOI: 10.1016/j.jet.2015.03.015 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jet.2015.03.015
+Normal rank
@@ Property / OpenAlex ID @@
+W2072026208
@@ Property / OpenAlex ID: W2072026208 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5386174
@@ Property / cites work: Q5386174 / rank @@
+Normal rank
@@ Property / cites work @@
+A General Chain Rule for Distributional Derivatives
+Normal rank
@@ Property / cites work @@
+Q5555879
@@ Property / cites work: Q5555879 / rank @@
+Normal rank
@@ Property / cites work @@
+One Dimensional Stochastic Differential Equations with No Strong Solution
+Normal rank
@@ Property / cites work @@
+A subfunction approach to a boundary value problem for ordinary differential equations
+Normal rank
@@ Property / cites work @@
+On the Differentiability of the Value Function in Dynamic Models of Economics
+Normal rank
@@ Property / cites work @@
+Experimentation in Markets
@@ Property / cites work: Experimentation in Markets / rank @@
+Normal rank
@@ Property / cites work @@
+Strategic Experimentation
@@ Property / cites work: Strategic Experimentation / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled diffusion processes
@@ Property / cites work: Controlled diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Selections of Bounded Variation
@@ Property / cites work: Selections of Bounded Variation / rank @@
+Normal rank
@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+Irreversible investment in alternative projects
@@ Property / cites work: Irreversible investment in alternative projects / rank @@
+Normal rank
@@ Property / cites work @@
+Two-point boundary value problems. Lower and upper solutions
+Normal rank
@@ Property / cites work @@
+Choosing among alternative discrete investment projects under uncertainty
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptic partial differential equations of second order
+Normal rank
@@ Property / cites work @@
+Q4197923
@@ Property / cites work: Q4197923 / rank @@
+Normal rank
@@ Property / cites work @@
+Instantaneous Control of Brownian Motion
@@ Property / cites work: Instantaneous Control of Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+On Boundary Value Problems for Systems of Ordinary, Nonlinear, Second Order Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5330830
@@ Property / cites work: Q5330830 / rank @@
+Normal rank
@@ Property / cites work @@
+Composing Functions of Bounded Variation
@@ Property / cites work: Composing Functions of Bounded Variation / rank @@
+Normal rank
@@ Property / cites work @@
+The Theory of Decision Procedures for Distributions with Monotone Likelihood Ratio
+Normal rank
@@ Property / cites work @@
+Strategic Experimentation with Exponential Bandits
+Normal rank
@@ Property / cites work @@
+Q5560387
@@ Property / cites work: Q5560387 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparing location experiments
@@ Property / cites work: Comparing location experiments / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Monotone Comparative Statics
@@ Property / cites work: Monotone Comparative Statics / rank @@
+Normal rank
@@ Property / cites work @@
+Envelope Theorems for Arbitrary Choice Sets
@@ Property / cites work: Envelope Theorems for Arbitrary Choice Sets / rank @@
+Normal rank
@@ Property / cites work @@
+The Optimal Level of Experimentation
@@ Property / cites work: The Optimal Level of Experimentation / rank @@
+Normal rank
@@ Property / cites work @@
+On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On the existence of solutions of nonlinear elliptic boundary value problems
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions
@@ Property / cites work: Applied stochastic control of jump diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Comparative Statics, Informativeness, and the Interval Dominance Order
+Normal rank
@@ Property / cites work @@
+Aggregating the Single Crossing Property
@@ Property / cites work: Aggregating the Single Crossing Property / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiability of the value function without interiority assumptions
+Normal rank
@@ Property / cites work @@
+ON THE CLASSICAL SOLUTION OF NONLINEAR ELLIPTIC EQUATIONS OF SECOND ORDER
+Normal rank
@@ Property / cites work @@
+A Continuous-Time Version of the Principal–Agent Problem
+Normal rank
@@ Property / cites work @@
+Existence theorems for second order boundary value problems
+Normal rank
@@ Property / cites work @@
+Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers
+Normal rank
@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
+Normal rank
@@ Property / cites work @@
+Incentives, project choice, and dynamic multitasking
+Normal rank
@@ Property / cites work @@
+Minimizing a Submodular Function on a Lattice
@@ Property / cites work: Minimizing a Submodular Function on a Lattice / rank @@
+Normal rank
@@ Property / cites work @@
+ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JET.2015.03.015
@@ Property / DOI: 10.1016/J.JET.2015.03.015 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:900609