Pages that link to "Item:Q3083266"
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The following pages link to Impulse Control of Multidimensional Jump Diffusions (Q3083266):
Displaying 35 items.
- Attractors of impulsive dissipative semidynamical systems (Q385940) (← links)
- Uniform attractors of discontinuous semidynamical systems (Q486319) (← links)
- Global mild solutions for a nonautonomous 2D Navier-Stokes equations with impulses at variable times (Q721416) (← links)
- Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps (Q1640054) (← links)
- Solution to HJB equations with an elliptic integro-differential operator and gradient constraint (Q1670367) (← links)
- Value function regularity in option pricing problems under a pure jump model (Q1678504) (← links)
- Impulsive surfaces on dynamical systems (Q1701341) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Impulses in driving semigroups of nonautonomous dynamical systems: application to cascade systems (Q2033947) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
- Stability and forward attractors for non-autonomous impulsive semidynamical systems (Q2175699) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Statistical solutions and piecewise Liouville theorem for the impulsive reaction-diffusion equations on infinite lattices (Q2243191) (← 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)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Optimal cash management problem for compound Poisson processes with two-sided jumps (Q2338073) (← links)
- Global attractors for impulsive dynamical systems - a precompact approach (Q2351969) (← links)
- On the Lyapunov stability theory for impulsive dynamical systems (Q2422556) (← links)
- Weak almost periodic motions, minimality and stability in impulsive semidynamical systems (Q2438822) (← links)
- Dissipativity in impulsive systems via Lyapunov functions (Q2792250) (← 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)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Long-Run Risk-Sensitive Impulse Control (Q5130920) (← links)
- Impulse Control with Discontinuous Setup Costs: Discounted Cost Criterion (Q5145605) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- (Q6097181) (← links)