Pages that link to "Item:Q468726"
From MaRDI portal
The following pages link to Games of singular control and stopping driven by spectrally one-sided Lévy processes (Q468726):
Displaying 8 items.
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Optimality of Refraction Strategies for Spectrally Negative Lévy Processes (Q2807401) (← links)
- Inventory Control for Spectrally Positive Lévy Demand Processes (Q2976149) (← links)
- How to Detect a Salami Slicer: A Stochastic Controller-and-Stopper Game with Unknown Competition (Q5037503) (← links)
- Zero-sum stopper versus singular-controller games with constrained control directions (Q6576865) (← links)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints (Q6623044) (← links)
- Stopper vs. singular controller games with degenerate diffusions (Q6657499) (← links)