Pages that link to "Item:Q989967"
From MaRDI portal
The following pages link to Stochastic impulse control of non-Markovian processes (Q989967):
Displayed 9 items.
- Risk sensitive impulse control of non-Markovian processes (Q639355) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Impulse control of conditional McKean-Vlasov jump diffusions (Q6151590) (← links)