Pages that link to "Item:Q4110407"
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The following pages link to Temps d'arrÊt optimal, théorie générale des processus et processus de Markov (Q4110407):
Displaying 34 items.
- Optimal switching problems of tandem type (Q594839) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- On average cost stopping time problems (Q806159) (← links)
- On the pricing of American options (Q913622) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- Approximations for optimal stopping of a piecewise-deterministic process (Q1111525) (← links)
- Convex inequalities in stochastic control (Q1159648) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- Convex integral functionals of regular processes (Q1747792) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- Dual spaces of cadlag processes (Q2685902) (← links)
- Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
- Continuous Time Contests with Private Information (Q3186545) (← links)
- Temps d'arrêt optimal des processus non bornes (Q3316310) (← links)
- Two parameter optimal stopping and bi-Markov processes (Q3344917) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- Optimal stopping for a particular family of stopping points in the plane (Q3794993) (← links)
- Local optimality conditions for optimal stopping (Q3942137) (← links)
- Arr�t Optimal sur le Plan (Q3949750) (← links)
- Sur un problème de dynkin (Q4104687) (← links)
- Dualit� convexe, temps d'arr�t optimal et contr�le stochastique (Q4104688) (← links)
- R�gularit� et continuit� des processus (Q4148562) (← links)
- Contr�le de processus alternants et applications (Q4162232) (← links)
- Control of jump processes and applications (Q4173271) (← links)
- (Q4581306) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
- An Optimal Stopping Problem Arising from a Decision Model with Many Agents (Q4950722) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- Time-inconsistent mean-field optimal stopping: a limit approach (Q6115683) (← links)
- Optimal stopping in predictable setting (Q6149348) (← links)
