Pages that link to "Item:Q2848600"

The following pages link to On the Impulse Control of Jump Diffusions (Q2848600):

Displaying 16 items.

• Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
• Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• Growth in an impulsive integral inequality (Q2177862) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• Optimal cash management problem for compound Poisson processes with two-sided jumps (Q2338073) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
• Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)