Pages that link to "Item:Q5429593"
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The following pages link to Potentials of a Markov process are expected suprema (Q5429593):
Displaying 6 items.
- On the equivalence of three potential principles for right Markov processes (Q1118261) (← links)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- Averaging problems of running processes associated with Brownian motion and applications (Q5249994) (← links)