Pages that link to "Item:Q1243994"
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The following pages link to Optimal control of a Brownian storage system (Q1243994):
Displaying 27 items.
- Base stock list price policy in continuous time (Q523990) (← links)
- Optimal management of durable pollution (Q953794) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- Optimal investment policy of an insurance firm (Q1050735) (← links)
- Optimum excess-loss reinsurance: A dynamic framework (Q1157080) (← links)
- Super contact and related optimality conditions (Q1177286) (← links)
- Controlling inventory when prices fluctuate randomly (Q1350650) (← links)
- A diffusion approximation for a network of reservoirs with power law release rule (Q1353426) (← links)
- Analysis of the stochastic cash balance problem using a level crossing technique (Q1730548) (← links)
- Avoiding the origin: A finite-fuel stochastic control problem (Q1872388) (← links)
- Storage model with discontinuous holding cost (Q2266695) (← links)
- Optimal threshold strategies with capital injections in a spectrally negative Lévy risk model (Q2313748) (← links)
- Optimal dividend and equity issuance problem with proportional and fixed transaction costs (Q2447412) (← links)
- Minimal cost of a Brownian risk without ruin (Q2447424) (← links)
- On the optimal dividend problem for a spectrally negative Lévy process (Q2467114) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Optimal control policy for a Brownian inventory system with concave ordering cost (Q2794715) (← links)
- The solution to a second order linear ordinary differential equation with a non-homogeneous term that is a measure (Q3429350) (← links)
- Absolutely continuous and singular stochastic control<sup>†</sup> (Q3679089) (← links)
- A finite fuei stochastic control problem (Q3959864) (← links)
- A free boundary problem related to singular stochastic control: the parabolic case (Q4713358) (← links)
- Singular stochastic control and optimal stopping (Q4722939) (← links)
- Instantaneous Control of Brownian Motion with a Positive Lead Time (Q5108225) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- On optimal correction problems with partial information (Q5187193) (← links)
- A Method for Computing Double Band Policies for Switching between Two Diffusions (Q5485389) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)