Pages that link to "Item:Q900609"
From MaRDI portal
The following pages link to On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609):
Displaying 18 items.
- Introduction to symposium on dynamic contracts and mechanism design (Q900598) (← links)
- A two-dimensional control problem arising from dynamic contracting theory (Q1711718) (← links)
- Optimal learning before choice (Q1729685) (← links)
- Robust time-inconsistent stochastic control problems (Q1797115) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Ambiguity in dynamic contracts (Q2067409) (← links)
- Learning about profitability and dynamic cash management (Q2095251) (← links)
- Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
- Note on the (non-)smoothness of discrete time value functions in optimal stopping (Q2201538) (← links)
- Competitive real options under private information (Q2288517) (← links)
- Strategic real options (Q2324805) (← links)
- A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- Optimal contract with moral hazard for Public Private Partnerships (Q4584683) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- Irreversible investment under predictable growth: why land stays vacant when housing demand is booming (Q6139990) (← links)
- Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs (Q6177268) (← links)
- Persistence in a dynamic moral hazard game (Q6194372) (← links)