Pages that link to "Item:Q1006540"
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The following pages link to A policy iteration algorithm for fixed point problems with nonexpansive operators (Q1006540):
Displaying 9 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
