Pages that link to "Item:Q3429352"
From MaRDI portal
The following pages link to On a solution of the optimal stopping problem for processes with independent increments (Q3429352):
Displaying 16 items.
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- Convergence of solutions and their exit times in diffusion models with jumps (Q2263266) (← links)
- On the optimality of threshold type strategies in single and recursive optimal stopping under Lévy models (Q2274283) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Appell pseudopolynomials and Erlang-type risk models (Q2811099) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- On optimal stopping problems for matrix-exponential jump-diffusion processes (Q2897161) (← links)
- Multiobjective Stopping Problem for Discrete-Time Markov Processes: Convex Analytic Approach (Q3067838) (← links)
- An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
- Optimal Stopping for Processes with Independent Increments, and Applications (Q3402063) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
- A stationary proportional hazard class process and its applications (Q6643676) (← links)
