scientific article; zbMATH DE number 830162
From MaRDI portal
Publication:4859690
Recommendations
- scientific article; zbMATH DE number 488339
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
- Viscosity solutions of the implicit obstacle problems.
- scientific article; zbMATH DE number 713721
- Dirichlet problem for the implicit obstacle problems
Cited in
(10)- Dirichlet problem for the implicit obstacle problems
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems
- Monotone numerical schemes and feedback construction for hybrid control systems
- Regularity for obstacle problems in infinite dimensional Hilbert spaces
- Viscosity solutions of the implicit obstacle problems.
- scientific article; zbMATH DE number 488339 (Why is no real title available?)
- scientific article; zbMATH DE number 713721 (Why is no real title available?)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4859690)