Pages that link to "Item:Q5704048"

The following pages link to A Model for Investments in the Natural Resource Industry with Switching Costs (Q5704048):

Displayed 15 items.

• Thinning and harvesting in stochastic forest models (Q622230) ‎ (← links)
• Boolean-controlled systems via receding horizon and linear programing (Q661011) ‎ (← links)
• An investment model with switching costs and the option to abandon (Q1631180) ‎ (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) ‎ (← links)
• Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) ‎ (← links)
• Stochastic impulse control with regime-switching dynamics (Q1753526) ‎ (← links)
• Management of online server congestion using optimal demand throttling (Q2183341) ‎ (← links)
• Optimal exit strategies for investment projects (Q2512665) ‎ (← links)
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) ‎ (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) ‎ (← links)
• Analysis of production decisions under budget limitations (Q3108382) ‎ (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) ‎ (← links)
• Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) ‎ (← links)
• On an optimal extraction problem with regime switching (Q5215020) ‎ (← links)
• Sequential entry and exit decisions with an ergodic performance criterion (Q5485918) ‎ (← links)