Pages that link to "Item:Q1885380"
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The following pages link to Optimal control problem associated with jump processes (Q1885380):
Displaying 19 items.
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Optimal stochastic impulse control with delayed reaction (Q1021256) (← links)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Dynamic programming principle for stochastic control problems driven by general Lévy noise (Q2830715) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- Optimal risk control and dividend policies under excess of loss reinsurance (Q5711152) (← links)
