Pages that link to "Item:Q5388024"

The following pages link to On the Starting and Stopping Problem: Application in Reversible Investments (Q5388024):

Displaying 44 items.

• An overview of unconstrained free boundary problems (Q2955795) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Exit option for a class of profit functions (Q3174920) (← links)
• Bayesian Switching Multiple Disorder Problems (Q3186546) (← links)
• OPTIMAL MULTI-MODES SWITCHING PROBLEM IN INFINITE HORIZON (Q3578408) (← links)
• The explicit solution to a sequential switching problem with non-smooth data (Q3585324) (← links)
• Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
• Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
• Impulse control problem with switching technology (Q4648599) (← links)
• Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← 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)
• Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• Optimal Stopping Problems for a Family of Continuous-Time Markov Processes (Q5153601) (← links)
• Lp - estimates of solutions of backward doubly stochastic differential equations (Q5156296) (← links)
• BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
• ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT (Q5193008) (← links)
• Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← 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)
• L^p-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
• Application of doubly reflected BSDEs to an impulse control problem (Q5746729) (← links)
• Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)
• Discrete-time switching control in random walks (Q6105561) (← links)
• Mean-field reflected backward stochastic differential equations (Q6109917) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
• Optimal strategies in a production inventory control model (Q6164875) (← links)
• System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344) (← links)
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
• A gradient method for high-dimensional BSDEs (Q6554575) (← links)
• The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
• \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499) (← links)
• Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching (Q6657507) (← links)
• Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)