Pages that link to "Item:Q5388024"
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The following pages link to On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024):
Displayed 27 items.
- 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)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← 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)
- 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)
- BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
- Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
- The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- Impulse control problem with switching technology (Q4648599) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)