Pages that link to "Item:Q1177284"
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The following pages link to A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284):
Displayed 22 items.
- The role of spatial scale in the timing of uncertain environmental policy (Q433647) (← links)
- Harvesting and recovery decisions under uncertainty (Q608903) (← links)
- Optimal target zones (Q671547) (← links)
- Capital gains and asset switching (Q674244) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- A generalized impulse control model of cash management (Q951514) (← links)
- Optimal investment with lumpy costs (Q956428) (← links)
- An algorithm for evaluating the number of controls in trigger--target models (Q1351918) (← links)
- Firm behaviour under the threat of liquidation (Q1351926) (← links)
- An explicit solution for dynamic menu costs with zero discounting (Q1389424) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Annuitization and asset allocation under exponential utility (Q1742720) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs (Q3424325) (← links)
- Optimization of<i>N</i>-risky asset portfolios with stochastic variance and transaction costs (Q3568909) (← links)
- A class of solvable singular stochastic control problems (Q4700350) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Investment, uncertainty, and price stabilization schemes (Q5894585) (← links)
- Investment, uncertainty, and price stabilization schemes (Q5906544) (← links)
