Pages that link to "Item:Q703133"
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The following pages link to Applied stochastic control of jump diffusions. (Q703133):
Displaying 50 items.
- Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences (Q282263) (← links)
- Precommitment and equilibrium investment strategies for defined contribution pension plans under a jump-diffusion model (Q282291) (← links)
- Optimal control of a multiclass queueing system when customers can change types (Q285963) (← links)
- The Kolmogorov-Obukhov statistical theory of turbulence (Q361914) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Small-time expansions for local jump-diffusion models with infinite jump activity (Q395997) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Control improvement for jump-diffusion processes with applications to finance (Q434360) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- Optimal oil-owner behavior in piecewise deterministic models (Q457924) (← links)
- Technological advances and the decision to invest (Q470669) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- The Kolmogorov-Obukhov-She-Leveque scaling in turbulence (Q479323) (← links)
- Optimal investment under transaction costs for an insurer (Q487570) (← links)
- Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007) (← links)
- Contraction options and optimal multiple-stopping in spectrally negative Lévy models (Q496121) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Stock loan with automatic termination clause, cap and margin (Q630714) (← links)
- A computational analysis for mean exit time under non-Gaussian Lévy noises (Q654657) (← links)
- Optimal investment and reinsurance of an insurer with model uncertainty (Q659098) (← links)
- An insurance risk model with stochastic volatility (Q659182) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Threshold behavior of a stochastic SIS model with Lévy jumps (Q668923) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Optimal expulsion and optimal confinement of a Brownian particle with a switching cost (Q744235) (← links)
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments (Q784387) (← links)
- Practical exponential stability of stochastic age-dependent capital system with Lévy noise (Q826748) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019) (← links)
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators (Q930282) (← links)
- Mean-variance optimization problems for an accumulation phase in a defined benefit plan (Q939338) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- A unified treatment of dividend payment problems under fixed cost and implementation delays (Q966425) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Nonlinear stochastic integrals for hyperfinite Lévy processes (Q1000867) (← links)
- A policy iteration algorithm for fixed point problems with nonexpansive operators (Q1006540) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Impulse control problem on finite horizon with execution delay (Q1016624) (← links)
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
