Pages that link to "Item:Q1753526"
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The following pages link to Stochastic impulse control with regime-switching dynamics (Q1753526):
Displaying 13 items.
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees (Q1631532) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates (Q2311124) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- Continuity of the value function for deterministic optimal impulse control with terminal state constraint (Q5084587) (← links)
- Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching (Q5145602) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Stochastic control with inhomogeneous regime switching: application to consumption and investment with unemployment and reemployment (Q6170028) (← links)
