Pages that link to "Item:Q1940245"

The following pages link to Optimal stopping of strong Markov processes (Q1940245):

Displaying 25 items.

• Multidimensional investment problem (Q1702880) (← links)
• The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
• Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
• Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
• Optimal Stopping for Lévy Processes with One-Sided Solutions (Q2822793) (← links)
• An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
• Author’s response (Q2986843) (← links)
• On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
• Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
• General optimal stopping with linear cost (Q5085243) (← links)
• A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
• One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Averaging problems of running processes associated with Brownian motion and applications (Q5249994) (← links)
• On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892438) (← links)
• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892439) (← links)
• Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892440) (← links)
• A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
• A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
• A general approximation method for optimal stopping and random delay (Q6178390) (← links)