Pages that link to "Item:Q3981969"

The following pages link to Numerical Methods for Stochastic Singular Control Problems (Q3981969):

Displaying 31 items.

• Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
• Impulsive control for continuous-time Markov decision processes: a linear programming approach (Q315772) (← links)
• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
• Optimal investment with transaction costs based on exponential utility function: a parabolic double obstacle problem (Q453370) (← links)
• A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
• Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
• Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
• Numerical methods for the pricing of swing options: a stochastic control approach (Q861551) (← links)
• Dynamic revenue management of a toll road project under transportation demand uncertainty (Q862491) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
• European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
• Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
• Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting (Q1007132) (← links)
• Numerical methods for controlled and uncontrolled multiplexing and queueing systems (Q1331289) (← links)
• Computational aspects in applied stochastic control (Q1342439) (← links)
• Dynamic routing in open queueing networks: Brownian models, cut constraints and resource pooling (Q1801806) (← links)
• Controlled and optimally controlled multiplexing systems: A numerical exploration (Q1915942) (← links)
• A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
• Harvesting of a stochastic population under a mixed regular-singular control formulation (Q2095579) (← links)
• Harvesting of interacting stochastic populations (Q2313958) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
• Optimal control of assignment of jobs to processors under heavy traffic (Q4950733) (← links)
• Optimal Dividend Problem: Asymptotic Analysis (Q4990517) (← links)
• Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
• Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
• On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology (Q5855524) (← links)