Pages that link to "Item:Q642895"
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The following pages link to Optimal control of the risk process in a regime-switching environment (Q642895):
Displaying 23 items.
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Optimal control and simulation for enterprise financial risk in industry environment (Q2007345) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking (Q2133936) (← links)
- The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
- Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
- Optimal investment-reinsurance policy with regime switching and value-at-risk constraint (Q2244207) (← links)
- Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates (Q2338887) (← links)
- Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
- Financial risk contagion and optimal control (Q2691295) (← links)
- Optimal control applications and methods literature survey (No. 27) (Q2847229) (← links)
- Optimal risk control under functionally restricted perturbation (Q2854202) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- Optimal dividend policies for piecewise-deterministic compound Poisson risk models (Q4576905) (← links)
- On optimal stopping of risk processes with regime switching (Q4898893) (← links)
- On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes (Q5266531) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Linear quadratic nonzero-sum mean-field stochastic differential games with regime switching (Q6622701) (← links)
- Solving a class of zero-sum stopping game with regime switching (Q6636448) (← links)
