Pages that link to "Item:Q2848602"
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The following pages link to Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon (Q2848602):
Displaying 14 items.
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- A solvable singular control problem driven by a jump diffusion process with applications (Q2803407) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- A unified treatment of some perturbed fixed point iterative methods with an infinite pool of operators (Q5346621) (← links)
