Pages that link to "Item:Q2502186"
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The following pages link to Martingale approach to stochastic control with discretionary stopping (Q2502186):
Displaying 18 items.
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- On the stochastic control-stopping problem (Q2168027) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
- A two-dimensional dividend problem for collaborating companies and an optimal stopping problem (Q4562061) (← links)
- A continuity question of Dubins and Savage (Q4684865) (← links)
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
- Optimal dividend and stopping problems for two-dimensional compound poisson risk model (Q6571761) (← links)
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)
