Pages that link to "Item:Q4232350"
From MaRDI portal
The following pages link to Exact solution of an optimal control problem of investment in a diffusion model (Q4232350):
Displaying 8 items.
- Solution of a two-dimensional stochastic investment problem (Q1294193) (← links)
- Optimal investment and premium control in a nonlinear diffusion model (Q1690570) (← links)
- On an optimal investment problem (Q1878733) (← links)
- Long-term optimal investment strategies in the presence of adjustment costs (Q2840126) (← links)
- (Q3170419) (← links)
- (Q3501239) (← links)
- On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509) (← links)
- Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold (Q5704213) (← links)