The following pages link to Parsiad Azimzadeh (Q2422347):
Displayed 8 items.
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors (Q3119541) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix (Q4561372) (← links)
- Hedging Costs for Variable Annuities Under Regime-Switching (Q4562479) (← links)
- The Existence of Optimal Bang-Bang Controls for GMxB Contracts (Q5250040) (← links)
- Impulse Control in Finance: Numerical Methods and Viscosity Solutions (Q6294851) (← links)