Pages that link to "Item:Q5453570"

The following pages link to Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case (Q5453570):

Displaying 38 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Optimal spot market inventory strategies in the presence of cost and price risk (Q627457) (← links)
• Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← 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)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Solving singular control from optimal switching (Q945041) (← links)
• An investment model with switching costs and the option to abandon (Q1631180) (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Stochastic differential switching game in infinite horizon (Q2633673) (← links)
• A solvable singular control problem driven by a jump diffusion process with applications (Q2803407) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
• Analysis of production decisions under budget limitations (Q3108382) (← links)
• Valuation of energy storage: an optimal switching approach (Q3564806) (← links)
• Optimal Switching over Multiple Regimes (Q3581019) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
• Sequential tracking of an unobservable two-state Markov process under Brownian noise (Q4987187) (← links)
• Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
• Optimal Switching between Locking Down and Opening the Economy Because of an Infection (Q5013556) (← links)
• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• Investment in two alternative projects with multiple switches and the exit option (Q6146110) (← links)
• Optimal interventions of infectious disease (Q6150221) (← links)
• Optimal strategies in a production inventory control model (Q6164875) (← links)
• A singular stochastic control problem with direction switching cost (Q6182685) (← links)