An investment model with switching costs and the option to abandon (Q1631180): Difference between revisions

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+On the One-Dimensional Optimal Switching Problem
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+Optimal Switching in an Economic Activity under Uncertainty
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
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+A Finite Horizon Optimal Multiple Switching Problem
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+A model for investment decisions with switching costs.
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+OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON
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+The finite horizon optimal multi-modes switching problem: the viscosity solution approach
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+BSDE representations for optimal switching problems with controlled volatility
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+Time discretization and quantization methods for optimal multiple switching problem
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+Connections between Singular Control and Optimal Switching
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Switching problem and related system of reflected backward SDEs
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+The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure
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+The explicit solution to a sequential switching problem with non-smooth data
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+Valuation of Investments in Real Assets with Implications for the Stock Prices
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+Stochastic impulse control with regime-switching dynamics
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+A Model for Investments in the Natural Resource Industry with Switching Costs
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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+Finite-Horizon Optimal Multiple Switching with Signed Switching Costs
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+On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem
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+Optimal Switching over Multiple Regimes
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+A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension
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+Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
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+Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
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+Optimal switching decisions under stochastic volatility with fast mean reversion
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+A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
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+Entry and exit decisions with linear costs under uncertainty
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+Trading a mean-reverting asset: buy low and sell high
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