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

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

Latest revision as of 07:43, 7 July 2024

scientific article
Language Label Description Also known as
English
On the solution of general impulse control problems using superharmonic functions
scientific article

    Statements

    On the solution of general impulse control problems using superharmonic functions (English)
    0 references
    0 references
    6 February 2014
    0 references
    impulse control strategies
    0 references
    superharmonic functions
    0 references
    general Markov processes
    0 references
    optimal stopping problems
    0 references
    0 references
    0 references

    Identifiers

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