Pages that link to "Item:Q1974593"

The following pages link to Some applications of impulse control in mathematical finance (Q1974593):

Displaying 50 items.

• Impulse control of pension fund contributions, in a regime switching economy (Q297413) (← links)
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
• Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Bimatrix replicator dynamics with periodic impulses (Q831070) (← links)
• A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
• Stochastic impulse control of non-Markovian processes (Q989967) (← links)
• An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
• Optimality of \((s, S)\) policies for jump inventory models (Q1935956) (← links)
• Optimal foreign exchange rate intervention in Lévy markets (Q2019194) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
• Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
• A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
• Hybrid impulsive and switching Hopfield neural networks with state-dependent impulses (Q2292202) (← links)
• Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
• On a strategic model of pollution control (Q2327674) (← links)
• Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
• On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
• Double optimal stopping times and dynamic pricing problem: description of the mathematical model (Q2472187) (← links)
• A continuous time model to price commodity-based swing options (Q2490450) (← links)
• Optimal risk and liquidity management with costly refinancing opportunities (Q2513438) (← links)
• Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
• An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
• The general maximum principle for stochastic control problems with singular controls (Q2676620) (← links)
• A Maximum Principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems (Q2794008) (← links)
• A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
• Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
• Stochastic differential games involving impulse controls (Q3170570) (← links)
• OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
• Effects of variable-time impulses on global exponential stability of Cohen–Grossberg neural networks (Q4595291) (← links)
• Optimal tracking for asset allocation with fixed and proportional transaction costs (Q4610230) (← links)
• Optimal Dividend Strategies for a Compound Poisson Process Under Transaction Costs and Power Utility (Q4906410) (← links)
• Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls (Q5076703) (← links)
• Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
• On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
• Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems (Q5158384) (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• Impulse control and expected suprema (Q5233166) (← links)
• Infinite horizon optimal impulsive control with applications to Internet congestion control (Q5266162) (← links)
• Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)