Pages that link to "Item:Q3169086"

The following pages link to On the One-Dimensional Optimal Switching Problem (Q3169086):

Displaying 27 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
• Optimal dividend and risk control policies in the presence of a fixed transaction cost (Q2223849) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Partial liquidation under reference-dependent preferences (Q2308175) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
• Analysis of production decisions under budget limitations (Q3108382) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
• Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
• Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
• Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Optimal strategies in a production inventory control model (Q6164875) (← links)