Pages that link to "Item:Q3617230"
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The following pages link to On the Optimal Stochastic Impulse Control of Linear Diffusions (Q3617230):
Displaying 26 items.
- Impulse control of proportional reinsurance with constraints (Q638026) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Viscosity solution and impulse control of the diffusion model with reinsurance and fixed transaction costs (Q2015480) (← links)
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← 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)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Stabilization of Boolean control networks with stochastic impulses (Q2318744) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- On a strategic model of pollution control (Q2327674) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Optimal dividends with debts and nonlinear insurance risk processes (Q2445995) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Real Options Problem with Nonsmooth Obstacle (Q5019591) (← links)
- Moment-constrained optimal dividends: precommitment and consistent planning (Q5084790) (← links)
- Game of Variable Contributions to the Common Good Under Uncertainty (Q5095145) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES (Q5358076) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- Optimal stopping and impulse control in the presence of an anticipated regime switch (Q6080761) (← links)
