Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Application of doubly reflected BSDEs to an impulse control problem / 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: Discrete-time approximation for continuously and discretely reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A discrete-time approximation for doubly reflected BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A regression-based Monte Carlo method to solve backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error expansion for the discretization of backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Starting and Stopping Problem: Application in Reversible Investments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357505 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Binomial Tree Methods for European/American Path-Dependent Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the rate of convergence of the binomial tree scheme for American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers / rank
 
Normal rank

Latest revision as of 12:28, 16 July 2024

scientific article; zbMATH DE number 6931428
Language Label Description Also known as
English
Infinite horizon impulse control problem with continuous costs, numerical solutions
scientific article; zbMATH DE number 6931428

    Statements

    Infinite horizon impulse control problem with continuous costs, numerical solutions (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    4 September 2018
    0 references
    impulse control
    0 references
    infinite horizon
    0 references
    reflected backward SDEs
    0 references
    double barrier
    0 references
    resolution by numerical schemes
    0 references

    Identifiers

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