Pages that link to "Item:Q1885370"
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The following pages link to A class of solvable impulse control problems (Q1885370):
Displayed 29 items.
- Harvesting and recovery decisions under uncertainty (Q608903) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- A class of solvable stopping games (Q2391240) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- On the perpetual American put options for level dependent volatility models with jumps (Q3169212) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AMENITY VALUE (Q3616585) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Optimal dividend payments until ruin of diffusion processes when payments are subject to both fixed and proportional costs (Q5426464) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
- Nonparametric learning for impulse control problems -- exploration vs. exploitation (Q6104004) (← links)
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)