Pages that link to "Item:Q3037295"
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The following pages link to Instantaneous Control of Brownian Motion (Q3037295):
Displayed 50 items.
- Irreversible capital accumulation under interest rate uncertainty (Q604806) (← links)
- Optimal spot market inventory strategies in the presence of cost and price risk (Q627457) (← links)
- Optimal financing and dividend control in the dual model (Q636479) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Optimal target zones (Q671547) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- Asymptotic analysis for target asset portfolio allocation with small transaction costs (Q903330) (← links)
- Optimal financing and dividend control of the insurance company with proportional reinsurance policy (Q931184) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Optimal management of durable pollution (Q953794) (← links)
- Optimal investment with lumpy costs (Q956428) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- Optimal financing and dividend control of the insurance company with fixed and proportional transaction costs (Q1003821) (← links)
- Optimal control of a high-volume assemble-to-order system with maximum leadtime quotation and expediting (Q1007132) (← links)
- A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284) (← links)
- Super contact and related optimality conditions (Q1177286) (← links)
- Diffusion approximation for \(GI/G/1\) controlled queues (Q1205367) (← links)
- Optimal correction problem of a multidimensional stochastic system (Q1262290) (← links)
- Deterministic equivalent for a continuous linear-convex stochastic control problem (Q1263565) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Irreversible investment with uncertainty and scale economies (Q1349601) (← links)
- Controlling inventory when prices fluctuate randomly (Q1350650) (← links)
- Controlled diffusion models for optimal dividend pay-out (Q1381153) (← links)
- Stochastic models for broker inventory in dealership markets with a cash management interpretation. (Q1413279) (← links)
- Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Risk analysis for a stochastic cash manangement model with two type of customers (Q1974040) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- Nonlinear filtering of partially observed systems arising in singular stochastic optimal control (Q2128619) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Storage model with discontinuous holding cost (Q2266695) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Optimizing buffer size for the retrial queue: two state space collapse results in heavy traffic (Q2315069) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
- Workload reduction of a generalized Brownian network (Q2496491) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Optimal risk and liquidity management with costly refinancing opportunities (Q2513438) (← links)
- Optimal control of the insurance company with proportional reinsurance policy under solvency constraints (Q2518554) (← links)
- A fuzzy stochastic single-period model for cash management (Q2572811) (← links)
- Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
- A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime (Q2833107) (← links)
- Boltzmann-type control of opinion consensus through leaders (Q2955721) (← links)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)