Pages that link to "Item:Q5232220"
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The following pages link to HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes (Q5232220):
Displaying 3 items.
- Finite horizon optimal dividend and reinsurance problem driven by a jump-diffusion process with controlled jumps (Q2701093) (← links)
- On a mixed singular/switching control problem with multiple regimes (Q5055327) (← links)
- A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804) (← links)