Pages that link to "Item:Q2045122"
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The following pages link to On the finite horizon optimal switching problem with random lag (Q2045122):
Displaying 8 items.
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- (Q3362276) (← links)
- Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios (Q4569699) (← links)