Pages that link to "Item:Q1626520"
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The following pages link to A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance (Q1626520):
Displaying 50 items.
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance (Q458848) (← links)
- Stabilization on input time-varying delay for linear switched systems with truncated predictor control (Q779631) (← links)
- Extension of generalized solidarity values to interval-valued cooperative games (Q781104) (← links)
- Dilemma of introducing a green product: impacts of cost learning and environmental regulation (Q823360) (← links)
- Foundations of semialgebraic gene-environment networks (Q828022) (← links)
- On the grey Baker-Thompson rule (Q828027) (← links)
- Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance (Q1624194) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- Bunkering policies for a fuel bunker management problem for liner shipping networks (Q2029266) (← links)
- A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI) (Q2043186) (← links)
- A regime-switching model with applications to finance: Markovian and non-Markovian cases (Q2058268) (← links)
- Coordinating a supply chain with demand information updating (Q2076353) (← links)
- A computational approximation for the solution of retarded functional differential equations and their applications to science and engineering (Q2086915) (← links)
- Production control problem with semi-Markov jump under stochastic demands and deteriorating inventories (Q2109512) (← links)
- Sufficient maximum principle for stochastic optimal control problems with general delays (Q2115257) (← links)
- Threshold dynamics in a stochastic chemostat model under regime switching (Q2158083) (← links)
- Neuroscience experiment applied to investigate decision-maker behavior in the tradeoff elicitation procedure (Q2158648) (← links)
- Human resources optimization with Mars and ANN: innovation geolocation model for generation Z (Q2171087) (← links)
- The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance (Q2179644) (← links)
- Regulation adaptive strategy and bank efficiency: a network slacks-based measure with shared resources (Q2239877) (← links)
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays (Q2242975) (← links)
- Dynamical complexity of pricing and green level for a dyadic supply chain with capital constraint (Q2670389) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Pre-sale ordering strategy based on the new retail context considering bounded consumer rationality (Q2691215) (← links)
- A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance (Q2903513) (← links)
- Stochastic optimal control on impulse dividend model with stochastic returns (Q5015991) (← links)
- Equilibrium investment-reinsurance strategy with delay and common shock dependence under Heston's SV model (Q5057967) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)
- Investigating the effects of illiquidity on credit risks via new liquidity augmented stochastic volatility jump diffusion model (Q5093691) (← links)
- Vine copula graphical models in the construction of biological networks (Q5859819) (← links)
- <html> An efficient <i>hp</i> spectral collocation method for nonsmooth optimal control problems</html> (Q5878536) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)
- Existence of value functions of differential games with incomplete information in partially order spaces (Q6042228) (← links)
- Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays (Q6052186) (← links)
- Peer group situations and games with fuzzy uncertainty (Q6065159) (← links)
- Improving quality and reducing costs in supply chain: the developing VIKOR method and optimization (Q6086989) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- New pseudo polynomial algorithms for a partial resource-constrained project scheduling problem (Q6102886) (← links)
- A novel model for sustainable waste collection arc routing problem: Pareto-based algorithms (Q6115587) (← links)
- \(p\)th moment stability of discrete-time Markov jump systems by extended system method (Q6119760) (← links)
- Generalized derivatives and optimality conditions in nonconvex optimization (Q6131048) (← links)
- Developing a resilient supply chain in complex product systems through investment in reliability and cooperative contracts (Q6145744) (← links)
- A non-stochastic control with admissible probabilities for SDDEs, application to linear reactors (Q6173503) (← links)
- Mathematical encouragement of companies to cooperate by using cooperative games with fuzzy approach (Q6175335) (← links)
- Solving matrix game using rough interval payoffs (Q6590621) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
- An extended robust mathematical model to project the course of COVID-19 epidemic in Iran (Q6601548) (← links)
