Pages that link to "Item:Q3617303"

The following pages link to Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303):

Displaying 33 items.

• Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
• An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
• Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
• WHEN ARE SWING OPTIONS BANG-BANG? (Q2786344) (← links)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• Optimal Quantization for the Pricing of Swing Options (Q3395726) (← links)
• Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
• Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)