Pages that link to "Item:Q2569026"
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The following pages link to An impulse control of a geometric Brownian motion with quadratic costs (Q2569026):
Displaying 13 items.
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← 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)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process (Q2418705) (← links)
- Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission (Q2514667) (← links)
- OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES (Q4904519) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
