Pages that link to "Item:Q2309600"
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The following pages link to Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600):
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)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions (Q2156350) (← links)
- An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost (Q4698119) (← links)
- Principal-agent problem with multiple principals (Q6164111) (← links)
