The following pages link to Magnus Perninge (Q784785):
Displaying 16 items.
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
- Non-Markovian impulse control under nonlinear expectation (Q6073845) (← links)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Optimal Stopping of BSDEs with Constrained Jumps and Related Zero-Sum Games (Q6449312) (← links)
- Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs (Q6523658) (← links)
- Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)
- Probabilistic Representation for Viscosity Solutions to Double-Obstacle Quasi-Variational Inequalities (Q6743377) (← links)
