Pages that link to "Item:Q3920377"
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The following pages link to Strong envelopes of stochastic processes and a penalty method<sup>†</sup> (Q3920377):
Displaying 12 items.
- Generalized Snell envelope as a minimal solution of BSDE with lower barriers (Q388135) (← links)
- Zero-sum Markov games with stopping and impulsive strategies (Q584827) (← links)
- Optimal switching problems of tandem type (Q594839) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes (Q1111238) (← links)
- Optimal stopping and a martingale approach to the penalty method (Q1838224) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Reflected BSDEs with regulated trajectories (Q2419968) (← links)
- Temps d'arrêt optimal des processus non bornes (Q3316310) (← links)
- Dynkin games and martingale methods (Q3685772) (← links)
- A sequential game and envelopes of stochastic processes (Q3957717) (← links)
- On general optimal stopping problems using penalty method (Q4898883) (← links)
