Pages that link to "Item:Q856532"
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The following pages link to Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532):
Displaying 24 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Near optimal control for a class of stochastic hybrid systems (Q710711) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
- Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model (Q2097791) (← links)
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
- Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
- Stabilization of stochastic coupled systems with Lévy noise and regime switching diffusions via intermittent control with a time delay (Q2160966) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Convergence of Markov chain approximation on generalized HJB equation and its applications (Q2440656) (← links)
- Optimal control and numerical methods for hybrid stochastic SIS models (Q2665309) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- Switching diffusion approximations for optimal power management in parallel processing systems (Q4998029) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
- A mixed singular/switching control problem with terminal cost for modulated diffusion processes (Q6122804) (← links)