Pages that link to "Item:Q3566397"
From MaRDI portal
The following pages link to Construction of the Value Function and Optimal Rules in Optimal Stopping of One-Dimensional Diffusions (Q3566397):
Displaying 28 items.
- On the optimal stopping of a one-dimensional diffusion (Q388889) (← links)
- Thinning and harvesting in stochastic forest models (Q622230) (← links)
- Parameter-dependent optimal stopping problems for one-dimensional diffusions (Q638359) (← links)
- Optimal stopping with irregular reward functions (Q734634) (← links)
- Solving optimal stopping problems of linear diffusions by applying convolution approximations (Q1396959) (← links)
- Reward functionals, salvage values, and optimal stopping (Q1397015) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Global \(C^1\) regularity of the value function in optimal stopping problems (Q2657902) (← links)
- Optimal stopping of the maximum process (Q2923438) (← links)
- A harmonic function technique for the optimal stopping of diffusions (Q3108367) (← links)
- Analysis of production decisions under budget limitations (Q3108382) (← links)
- Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986) (← links)
- A multidimensional optimal stopping-time problem, with time-average criterion (Q3484747) (← links)
- Optimal Stopping of One-Dimensional Diffusions (Q3725290) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- A Direct Approach to the Solution of Optimal Multiple-Stopping Problems (Q4593614) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- A Measure Approach for Continuous Inventory Models: Discounted Cost Criterion (Q5502183) (← links)
- An algorithm to solve optimal stopping problems for one-dimensional diffusions (Q5870401) (← links)
- Adiabatic limit in the Ginzburg-Landau and Seiberg-Witten equations (Q5890632) (← links)
- Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)
