Pages that link to "Item:Q3629486"

The following pages link to A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (Q3629486):

Displaying 15 items.

• On non-trivial barrier solutions of the dividend problem for a diffusion under constant and proportional transaction costs (Q713215) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← 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)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
• On a strategic model of pollution control (Q2327674) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• The solution to an impulse control problem motivated by optimal harvesting (Q6627020) (← links)