Pages that link to "Item:Q3043029"
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The following pages link to Impulse Control of Brownian Motion (Q3043029):
Displaying 50 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Optimal spot market inventory strategies in the presence of cost and price risk (Q627457) (← links)
- Boolean-controlled systems via receding horizon and linear programing (Q661011) (← links)
- Optimal target zones (Q671547) (← links)
- A generalized impulse control model of cash management (Q951514) (← links)
- Optimal investment with lumpy costs (Q956428) (← links)
- A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284) (← links)
- Super contact and related optimality conditions (Q1177286) (← links)
- Control chart and stochastic control processes (Q1179358) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← 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)
- An explicit solution for dynamic menu costs with zero discounting (Q1389424) (← links)
- Stochastic models for broker inventory in dealership markets with a cash management interpretation. (Q1413279) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Analysis of the stochastic cash balance problem using a level crossing technique (Q1730548) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
- Irreversible investment with regime shifts (Q1779806) (← links)
- Optimal policy for Brownian inventory models with general convex inventory cost (Q1945984) (← links)
- Risk analysis for a stochastic cash manangement model with two type of customers (Q1974040) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- An optimal pricing policy under a Markov chain model (Q2133640) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach (Q2241128) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Optimal stopping and free boundary characterizations for some Brownian control problems (Q2378635) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- A fuzzy stochastic single-period model for cash management (Q2572811) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Optimal control policy for a Brownian inventory system with concave ordering cost (Q2794715) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089) (← links)
- A control of a brownian storage system with two switcnover drifts (Q3819810) (← links)
- Impulse control of a brownian inventory system with supplier uncertainty (Q4036132) (← links)
- Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
- A Markov decision process with convex reward and its associated stopping game (Q4239538) (← links)
- First-exit times for compound poisson processes for some types of positive and negative jumps (Q4532400) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Robust Inventory Management: An Optimal Control Approach (Q4969335) (← links)
