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):
Displaying 12 items.
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← 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)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
