Pages that link to "Item:Q1114891"
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The following pages link to Viscosity solutions associated with impulse control problems for piecewise-deterministic processes (Q1114891):
Displaying 12 items.
- Numerical method for impulse control of piecewise deterministic Markov processes (Q445881) (← links)
- Optimal strategies for impulse control of piecewise deterministic Markov processes (Q510120) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Optimality conditions for impulsive control of piecewise-deterministic processes (Q1190824) (← links)
- Zero-sum differential games involving impulse controls (Q1322716) (← links)
- Change-point detection for piecewise deterministic Markov processes (Q1716530) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (Q4286665) (← links)
- Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
- A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
