Pages that link to "Item:Q2968551"

The following pages link to A General Verification Result for Stochastic Impulse Control Problems (Q2968551):

Displaying 19 items.

• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Risk sensitive optimal stopping (Q2029782) (← links)
• Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← 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)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Finite-horizon optimal investment with transaction costs: construction of the optimal strategies (Q2274224) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• Taming the spread of an epidemic by lockdown policies (Q2656366) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
• Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit (Q5869806) (← links)
• Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
• Optimal investment for retail investors (Q6054421) (← links)