Pages that link to "Item:Q2673823"
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The following pages link to Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823):
Displaying 11 items.
- Project portfolio selection based on multi-project synergy (Q2083358) (← links)
- Strategy selection of inventory financing based on overconfident retailer (Q2083360) (← links)
- An uncertain permutation flow shop predictive scheduling problem with processing interruption (Q2683283) (← links)
- Pre-sale ordering strategy based on the new retail context considering bounded consumer rationality (Q2691215) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Peer group situations and games with fuzzy uncertainty (Q6065159) (← links)
- Improving quality and reducing costs in supply chain: the developing VIKOR method and optimization (Q6086989) (← links)
- Developing a resilient supply chain in complex product systems through investment in reliability and cooperative contracts (Q6145744) (← links)
- A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors (Q6173503) (← links)
- Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach (Q6175335) (← links)
- A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440) (← links)
