Pages that link to "Item:Q5170133"
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The following pages link to BSDE representations for optimal switching problems with controlled volatility (Q5170133):
Displayed 6 items.
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)
- Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)