Pages that link to "Item:Q3169122"
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The following pages link to A Computational Method for Stochastic Impulse Control Problems (Q3169122):
Displaying 20 items.
- Implementing stochastic control software on supercomputing machines (Q753783) (← links)
- Optimal impulse control on an unbounded domain with nonlinear cost functions (Q926317) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Some applications of impulse control in mathematical finance (Q1974593) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- An impulse control of a geometric Brownian motion with quadratic costs (Q2569026) (← links)
- Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- Optimal Drift Rate Control and Impulse Control for a Stochastic Inventory/Production System (Q4643310) (← links)
- (Q4802408) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case (Q5168873) (← links)
- Inventory Management with Stochastic Lead Times (Q5252222) (← links)
- Impulse Control: Boolean Programming and Numerical Algorithms (Q5281897) (← links)
- Optimal cash management using impulse control (Q6135894) (← links)
- Deep impulse control: application to interest rate intervention (Q6546315) (← links)
