Andrew Jack

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A singular control model with application to the goodwill problem
Stochastic Processes and their Applications
2008-11-14Paper
A singular control problem with an expected and a pathwise ergodic performance criterion
Journal of Applied Mathematics and Stochastic Analysis
2007-09-10Paper
Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion
Applied Mathematics and Optimization
2006-10-25Paper
Impulse and Absolutely Continuous Ergodic Control of One-Dimensional Itô Diffusions
From Stochastic Calculus to Mathematical Finance
2006-10-23Paper


Research outcomes over time


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