The following pages link to Alessandro Milazzo (Q2701081):
Displayed 7 items.
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q2701082) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- The de Finetti Problem with Uncertain Competition (Q6057793) (← links)
- Dynamic programming principle for classical and singular stochastic control with discretionary stopping (Q6383368) (← links)
- The de Finetti problem with unknown competition (Q6396524) (← links)
- An abstract decomposition of measures and its many applications (Q6396604) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6423295) (← links)