Pages that link to "Item:Q1016624"
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The following pages link to Impulse control problem on finite horizon with execution delay (Q1016624):
Displaying 26 items.
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- The effects of implementation delay on decision-making under uncertainty (Q869101) (← links)
- Optimal stochastic impulse control with delayed reaction (Q1021256) (← links)
- Explicit investment rules with time-to-build and uncertainty (Q1623999) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Opaque bank assets and optimal equity capital (Q1734564) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Nonzero-sum stochastic differential games between an impulse controller and a stopper (Q2194136) (← links)
- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
- Solution examples of an impulse control problem (Q2349654) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Impulse control problem with switching technology (Q4648599) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- Optimal stochastic impulse control with random coefficients and execution delay (Q5085830) (← links)
- A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870) (← links)
- Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks (Q5358871) (← links)
- Entry and Exit Decision Problem with Implementation Delay (Q5504160) (← links)
- Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798) (← links)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
