Pages that link to "Item:Q5321735"

The following pages link to A Numerical Method for Solving Singular Stochastic Control Problems (Q5321735):

Displaying 20 items.

• Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
• Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic (Q607269) (← links)
• Stochastic control via direct comparison (Q633815) (← links)
• Dynamic revenue management of a toll road project under transportation demand uncertainty (Q862491) (← links)
• Optimal buffer size for a stochastic processing network in heavy traffic (Q885545) (← links)
• Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting (Q1007132) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
• A moving boundary approach to American option pricing (Q2654413) (← links)
• Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
• Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities (Q2962131) (← links)
• GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (Q3005845) (← links)
• Solving the drift control problem (Q3466714) (← links)
• Optimal control of a flexible server (Q4464170) (← links)
• Convergence of Finite Element Methods for Singular Stochastic Control (Q4560705) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
• Data-driven rules for multidimensional reflection problems (Q6645137) (← links)
• Singular control of (reflected) Brownian motion: a computational method suitable for queueing applications (Q6669136) (← links)