Pages that link to "Item:Q4286665"

The following pages link to Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach (Q4286665):

Displaying 50 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)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
• Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
• A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
• Nonzero-sum impulse games with regime switching (Q2081783) (← links)
• Hybrid optimal impulse control (Q2125528) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• A model of optimal portfolio selection under liquidity risk and price impact (Q2463703) (← links)
• Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
• A Pseudo-Markov Property for Controlled Diffusion Processes (Q2802081) (← links)
• Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• (Q4248702) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
• Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
• Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls (Q6063656) (← links)
• Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
• An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
• The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
• Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators (Q6592150) (← links)
• \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499) (← links)