Pages that link to "Item:Q3083248"
From MaRDI portal
The following pages link to Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (Q3083248):
Displaying 17 items.
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Risk-sensitive optimal stopping with unbounded terminal cost function (Q2076651) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems (Q4593613) (← links)
- American Options with Discontinuous Two-Level Caps (Q4635248) (← links)
- On general optimal stopping problems using penalty method (Q4898883) (← links)
- Ergodic impulse control with constraint: locally compact case (Q4989151) (← links)
- Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720) (← links)
- On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes (Q5093270) (← links)
- A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773) (← links)
- Zero-Sum Markov Games with Impulse Controls (Q5218228) (← links)
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Asymptotics of impulse control problem with multiplicative reward (Q6166251) (← links)
