Pages that link to "Item:Q1933601"
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The following pages link to Stochastic optimal multi-modes switching with a viscosity solution approach (Q1933601):
Displaying 4 items.
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- The value of a minimax problem involving impulse control (Q2274614) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
