Pages that link to "Item:Q2434499"

The following pages link to On the solution of general impulse control problems using superharmonic functions (Q2434499):

Displaying 23 items.

• Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Regression Monte Carlo for impulse control (Q2094845) (← links)
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Optimal trading of imbalance options for power systems using an energy storage device (Q2183301) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
• Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
• A weak convergence approach to inventory control using a long-term average criterion (Q5215034) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Infinite horizon optimal impulsive control with applications to Internet congestion control (Q5266162) (← links)
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
• Long-Run Impulse Control with Generalized Discounting (Q6191407) (← links)
• On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)