Pages that link to "Item:Q1021256"

The following pages link to Optimal stochastic impulse control with delayed reaction (Q1021256):

Displaying 23 items.

• The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
• The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
• Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
• A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
• Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• On the problems of sequential statistical inference for Wiener processes with delayed observations (Q2208379) (← links)
• Stochastic optimal control problem in advertising model with delay (Q2219855) (← links)
• Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
• Recursive Stochastic<i>H</i>₂/<i>H</i>_<i>∞</i>Control Problem for Delay Systems Involving Continuous and Impulse Controls (Q2970913) (← links)
• Stochastic differential games involving impulse controls (Q3170570) (← links)
• Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
• Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
• A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
• Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
• Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
• Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs (Q6496380) (← links)
• Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
• Rational expectations: an approach of anticipated linear-quadratic social optima (Q6666626) (← links)