Pages that link to "Item:Q2432615"
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The following pages link to Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion (Q2432615):
Displaying 13 items.
- On an ergodic two-sided singular control problem (Q2156349) (← links)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- On the impulse control of jump diffusions (Q2848600) (← links)
- Impulse Control of Standard Brownian Motion: Long-Term Average Criterion (Q2948562) (← links)
- Optimal portfolio policies under fixed and proportional transaction costs (Q3417911) (← links)
- On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
- On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Impulse control of a diffusion with a change point (Q5265791) (← links)
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)
