Pages that link to "Item:Q734661"
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The following pages link to Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661):
Displaying 25 items.
- Uniqueness of unbounded viscosity solutions for impulse control problem (Q819679) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
- Stochastic maximum principle for partial information optimal control problem of forward-backward systems involving classical and impulse controls (Q1724140) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- A Fokker-Planck control framework for stochastic systems (Q1755915) (← links)
- Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
- Optimal dividend policies with transaction costs for a class of jump-diffusion processes (Q1936828) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
- Impulse control of multidimensional jump diffusions in finite time horizon (Q2848602) (← links)
- A General Verification Result for Stochastic Impulse Control Problems (Q2968551) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- On Some Impulse Control Problems with Constraint (Q5370986) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- Optimal dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Optimal singular dividend control with capital injection and affine penalty payment at ruin (Q6163063) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)
