Pages that link to "Item:Q4449506"

The following pages link to Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506):

Displaying 20 items.

• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Stability of Markov modulated discrete-time dynamic systems. (Q1410357) (← links)
• Exponential bounds for discrete-time singularly perturbed Markov chains (Q1827116) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) (← links)
• The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
• Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies (Q2276105) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
• A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
• Optimal control and numerical methods for hybrid stochastic SIS models (Q2665309) (← links)
• Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Discrete-time approximation of Wonham filters (Q4915277) (← links)