Pages that link to "Item:Q5388024"

The following pages link to On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024):

Displaying 50 items.

• Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations (Q255506) (← links)
• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988) (← links)
• An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
• A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
• Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
• The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• Switching problem and related system of reflected backward SDEs (Q963029) (← links)
• A PDE approach to regularity of solutions to finite horizon optimal switching problems (Q1044477) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Capacity expansion games with application to competition in power generation investments (Q1655769) (← links)
• Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
• Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
• Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
• Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Solution examples of an impulse control problem (Q2349654) (← links)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
• Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
• Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
• Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
• A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
• An overview of unconstrained free boundary problems (Q2955795) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)