Pages that link to "Item:Q4123213"
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The following pages link to Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control (Q4123213):
Displayed 19 items.
- A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
- Optimum excess-loss reinsurance: A dynamic framework (Q1157080) (← links)
- Optimal control of a Brownian storage system (Q1243994) (← links)
- Impulse output feedback stabilization of Fisher's equation (Q1680659) (← links)
- Boundedness of a derived function of a solution of a class of diffusion variational equations (Q1882491) (← links)
- Optimal policy for Brownian inventory models with general convex inventory cost (Q1945984) (← links)
- Impulse output rapid stabilization for heat equations (Q2013922) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- An optimal pricing policy under a Markov chain model (Q2133640) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
- Optimal control policy for a Brownian inventory system with concave ordering cost (Q2794715) (← links)
- Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
- A representation theory for the impulse control of jump processes (Q3946061) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873) (← links)
- MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS (Q5488977) (← links)
- Optimal cash management using impulse control (Q6135894) (← links)
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)
