Pages that link to "Item:Q5355197"
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The following pages link to Degenerate First-Order Quasi-variational Inequalities: An Approach to Approximate the Value Function (Q5355197):
Displaying 5 items.
- Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem (Q887158) (← links)
- Time periodic optimal policy for operation of a water storage tank using the dynamic programming approach (Q2010761) (← links)
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
- A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI (Q6073844) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)