Pages that link to "Item:Q2657902"

The following pages link to Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902):

Displaying 32 items.

• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
• Parallel search for information in continuous time -- optimal stopping and geometry of the PDE (Q2127692) (← links)
• Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
• The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
• Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
• Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
• An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
• Regularity of the optimal stopping problem for jump diffusions (Q2910907) (← links)
• Optimal stopping games in models with various information flows (Q3383685) (← links)
• Optimal Hedging of a Perpetual American Put with a Single Trade (Q4958394) (← links)
• A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
• (Q5043554) (← links)
• On an irreversible investment problem with two-factor uncertainty (Q5079381) (← links)
• Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
• Baxter-Chacon topology and vector-valued optimal stopping problems (Q5756370) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Optimal dividend payout under stochastic discounting (Q6054423) (← links)
• The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
• Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
• Asymptotic \(C^{1,\gamma}\)-regularity for value functions to uniformly elliptic dynamic programming principles (Q6084193) (← links)
• Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
• Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
• A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
• Perpetual American options with asset-dependent discounting (Q6139952) (← links)
• Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions (Q6146679) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• Quickest real-time detection of multiple Brownian drifts (Q6569594) (← links)
• A general framework for optimal stopping problems with two risk factors and real option applications (Q6581580) (← links)
• On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)