On the solution of general impulse control problems using superharmonic functions (Q2434499): Difference between revisions

@@ Property / cites work @@
+A class of solvable impulse control problems
@@ Property / cites work: A class of solvable impulse control problems / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Forest Stand Value and Optimal Timber Harvesting
+Normal rank
@@ Property / cites work @@
+On the Optimal Stochastic Impulse Control of Linear Diffusions
+Normal rank
@@ Property / cites work @@
+On the One-Dimensional Optimal Switching Problem
@@ Property / cites work: On the One-Dimensional Optimal Switching Problem / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of Regular Diffusions under Random Discounting
+Normal rank
@@ Property / cites work @@
+Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
+Normal rank
@@ Property / cites work @@
+Optimal Multiple Stopping of Linear Diffusions
@@ Property / cites work: Optimal Multiple Stopping of Linear Diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
+Normal rank
@@ Property / cites work @@
+Linear Programming Formulation for Optimal Stopping Problems
+Normal rank
@@ Property / cites work @@
+A harmonic function technique for the optimal stopping of diffusions
+Normal rank
@@ Property / cites work @@
+Optimal Multiple Stopping with Random Waiting Times
+Normal rank
@@ Property / cites work @@
+Optimal stopping of strong Markov processes
@@ Property / cites work: Optimal stopping of strong Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal stopping problem for one-dimensional diffusions.
+Normal rank
@@ Property / cites work @@
+Optimal Stopping for Processes with Independent Increments, and Applications
+Normal rank
@@ Property / cites work @@
+Q5653410
@@ Property / cites work: Q5653410 / rank @@
+Normal rank
@@ Property / cites work @@
+A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Some applications of impulse control in mathematical finance
+Normal rank
@@ Property / cites work @@
+A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs
+Normal rank
@@ Property / cites work @@
+Optimal stopping and perpetual options for Lévy processes
+Normal rank
@@ Property / cites work @@
+Optimal stopping of Hunt and Lévy processes
@@ Property / cites work: Optimal stopping of Hunt and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic intervention control with application to the exchange rate
+Normal rank
@@ Property / cites work @@
+On a solution of the optimal stopping problem for processes with independent increments
+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 @@
+Impulsive control of portfolios
@@ Property / cites work: Impulsive control of portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+On impulsive control with long run average cost criterion
+Normal rank
@@ Property / cites work @@
+An approach for solving perpetual optimal stopping problems driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+The stochastic rotation problem: A generalization of Faustmann's formula to stochastic forest growth
+Normal rank