Pages that link to "Item:Q396027"

The following pages link to Dynamic programming for a Markov-switching jump-diffusion (Q396027):

Displaying 20 items.

• Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
• Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks (Q723983) (← links)
• Systems theory and analysis of the implementation of non pharmaceutical policies for the mitigation of the COVID-19 pandemic (Q825251) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Determining the optimal strategies for discrete control problems on stochastic networks with discounted costs (Q2255057) (← links)
• A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion (Q2280175) (← links)
• Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
• Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
• Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
• Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
• Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
• Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)
• Profit optimization for cattle growing in a randomly fluctuating environment (Q5248224) (← links)
• A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
• Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
• Approaching towards sustainable supply chain under the spotlight of business intelligence (Q6170653) (← links)
• Mutual aid insurance with a three-state Markov chain (Q6632361) (← links)