Pages that link to "Item:Q2833110"
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The following pages link to Finite-horizon optimal multiple switching with signed switching costs (Q2833110):
Displaying 15 items.
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- Optimal switching for alternating processes (Q1093614) (← links)
- A study of optimal switching problem in limited-cycle with multiple periods (Q1622401) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs (Q2830883) (← links)
- System of variational inequalities with interconnected obstacles (Q5065523) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
