Pages that link to "Item:Q1018984"
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The following pages link to Continuous-time stochastic control and optimization with financial applications (Q1018984):
Displaying 50 items.
- A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Turnpike property and convergence rate for an investment model with general utility functions (Q1623978) (← links)
- Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain (Q1627700) (← links)
- An algorithmic approach to optimal asset liquidation problems (Q1627810) (← links)
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416) (← links)
- Unique solvability of a singular stochastic control model for population management (Q1647443) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading (Q1688725) (← links)
- Optimal harvesting strategies for stochastic competitive Lotka-Volterra ecosystems (Q1689379) (← links)
- Neutral and indifference pricing with stochastic correlation and volatility (Q1716937) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- A consumption-investment problem with constraints on minimum and maximum consumption rates (Q1743955) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
- An HJB approach to a general continuous-time mean-variance stochastic control problem (Q1756027) (← links)
- An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- BSDE approach to utility maximization with square-root factor processes (Q1984680) (← links)
- On an asymptotic viscosity solution property of solutions of discrete Hamilton-Jacobi-Bellman equations (Q1993654) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- A reinsurance and investment game between two insurers under the CEV model (Q2007108) (← links)
- Analysis of an optimal stopping problem arising from hedge fund investing (Q2009296) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- A new weak solution to an optimal stopping problem (Q2026587) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations (Q2037334) (← links)
- Stochastic dynamic utilities and intertemporal preferences (Q2037769) (← links)
- Stochastic maximum principle under probability distortion (Q2041031) (← links)
- Convex semigroups on \(L^p\)-like spaces (Q2044686) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria (Q2070031) (← links)
- The least squares estimator of random variables under convex operators on \(L_{\mathcal{F}}^\infty (\mu)\) space (Q2070635) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Mean field games with common noises and conditional distribution dependent FBSDEs (Q2082269) (← links)
