The following pages link to (Q4182645):
Displaying 16 items.
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Long-term average cost control problems for continuous time Markov processes: A survey (Q788690) (← links)
- Optimal impulse control problems for degenerate diffusions with jumps (Q1821754) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- Long-run risk sensitive dyadic impulse control (Q2045108) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities (Q2492421) (← links)
- Ergodic switching control for diffusion-type processes (Q2699280) (← links)
- Separation principle for impulse control with partial information (Q3669284) (← links)
- Un modéle d'lnspections optimales (Q3954609) (← links)
- Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems (Q4593613) (← links)
- Impulse control problem with switching technology (Q4648599) (← links)
- Ergodic impulse control with constraint: locally compact case (Q4989151) (← links)
- On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
- Zero-Sum Markov Games with Impulse Controls (Q5218228) (← links)
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547) (← links)
