The following pages link to (Q4802408):
Displaying 10 items.
- Optimal impulse control of a portfolio with a fixed transaction cost (Q301216) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- Infinite reload options: pricing and analysis (Q952078) (← links)
- A policy iteration algorithm for fixed point problems with nonexpansive operators (Q1006540) (← links)
- Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory (Q1027357) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- A policy iteration algorithm for nonzero-sum stochastic impulse games (Q4967861) (← links)