Pages that link to "Item:Q3320264"
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The following pages link to Optimal Consumption for General Diffusions with Absorbing and Reflecting Barriers (Q3320264):
Displaying 50 items.
- Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- Minimisation of penalty payments by investments and reinsurance (Q303741) (← links)
- Optimal consumption in a Brownian model with absorption and finite time horizon (Q358618) (← links)
- Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (Q418074) (← links)
- On optimal control of capital injections by reinsurance and investments (Q621769) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- On optimality of the barrier strategy for a general Lévy risk process (Q636448) (← links)
- Optimality of the threshold dividend strategy for the compound Poisson model (Q645431) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- On barrier strategy dividends with Parisian implementation delay for classical surplus processes (Q659119) (← links)
- De Finetti's optimal dividends problem with an affine penalty function at ruin (Q659188) (← links)
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon (Q742535) (← links)
- On the singular control of exchange rates (Q827148) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- An optimal consumption problem in finite time with a constraint on the ruin probability (Q889622) (← links)
- Optimal dividends under a stochastic interest rate (Q896771) (← links)
- On the smoothness of value functions and the existence of optimal strategies in diffusion models (Q900609) (← links)
- A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Finite-time dividend-ruin models (Q939344) (← links)
- A singular control model with application to the goodwill problem (Q952745) (← links)
- Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- A singular control problem with an expected and a pathwise ergodic performance criterion (Q995849) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Optimal dividends in the Brownian motion risk model with interest (Q1023316) (← links)
- Probabilistic aspects of finite-fuel, reflected follower problems (Q1108998) (← links)
- Brownian motion approximations for tankage assessment and stock control (Q1127252) (← links)
- An application of reflected diffusions to the problem of choosing between hydro and thermal power generation (Q1208937) (← links)
- Optimal choice of dividend barriers for a risk process with stochastic return on investments (Q1381478) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- Optimality of multi-refraction control strategies in the dual model (Q1622523) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
- Maximizing a robust goal-reaching probability with penalization on ambiguity (Q1757373) (← links)
- Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints (Q1761455) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- Filtering of absorbing and reflecting Brownian motions (Q1821079) (← links)
- On solvability of a two-sided singular control problem (Q1935958) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- Optimal sustainable harvesting of populations in random environments (Q2145792) (← links)
- Fiscal stimulus as an optimal control problem (Q2145819) (← links)
- Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. I: Theoretical aspects (Q2152720) (← links)
- Singular dividend optimization for a linear diffusion model with time-inconsistent preferences (Q2183310) (← links)
