Pages that link to "Item:Q484214"
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The following pages link to Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214):
Displaying 10 items.
- Minimizing the probability of lifetime drawdown under constant consumption (Q343998) (← links)
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726) (← links)
- Minimizing the probability of lifetime ruin under stochastic volatility (Q634006) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN (Q5866181) (← links)
