Pages that link to "Item:Q316899"
From MaRDI portal
The following pages link to Optimal switching at Poisson random intervention times (Q316899):
Displaying 13 items.
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Constrained optimal stopping, liquidity and effort (Q2145802) (← links)
- A zero-sum Poisson stopping game with asymmetric signal rates (Q2694463) (← links)
- On Some Optimal Stopping Problems with Constraint (Q2822797) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- Randomised rules for stopping problems (Q5139914) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- Dynkin Games with Poisson Random Intervention Times (Q5232251) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- On Some Impulse Control Problems with Constraint (Q5370986) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Solutions for Poissonian stopping problems of linear diffusions via extremal processes (Q6496995) (← links)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)