Pages that link to "Item:Q5426919"
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The following pages link to Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem (Q5426919):
Displaying 16 items.
- Numerical methods for optimal harvesting strategies in random environments under partial observations (Q290829) (← links)
- Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- A numerical approach to optimal dividend policies with capital injections and transaction costs (Q523786) (← links)
- Harvesting and seeding of stochastic populations: analysis and numerical approximation (Q782867) (← links)
- Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
- Optimal dividend and capital structure with debt covenants (Q2025293) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- Optimal exploitation for hybrid systems of renewable resources under partial observation (Q2061265) (← links)
- Harvesting of interacting stochastic populations (Q2313958) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) (← links)
- Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections (Q2628665) (← links)
- Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
- Asymptotic Analysis of a Multiclass Queueing Control Problem Under Heavy Traffic with Model Uncertainty (Q5113914) (← links)
