Pages that link to "Item:Q1940245"
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The following pages link to Optimal stopping of strong Markov processes (Q1940245):
Displaying 41 items.
- An optimal stopping problem for fragmentation processes (Q424467) (← links)
- On the existence of solutions of unbounded optimal stopping problems (Q492193) (← links)
- Value function and optimal rule on the optimal stopping problem for continuous-time Markov processes (Q1652942) (← links)
- Multidimensional investment problem (Q1702880) (← links)
- Optimal stopping of Markov renewal process with low absorption probability (Q1905236) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Two-sided optimal stopping for Lévy processes (Q2064841) (← links)
- An optimal stopping problem for spectrally negative Markov additive processes (Q2145820) (← links)
- A solution technique for Lévy driven long term average impulse control problems (Q2229687) (← links)
- A note on optimal stopping of diffusions with a two-sided optimal rule (Q2270317) (← links)
- Resolvent-techniques for multiple exercise problems (Q2340991) (← links)
- On the solution of general impulse control problems using superharmonic functions (Q2434499) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Principles of optimal stopping and free-boundary problems (Q2784224) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Optimal stopping for Lévy processes with one-sided solutions (Q2822793) (← links)
- Characterizations of optimal policies in a general stopping problem and stability estimating (Q2875238) (← links)
- Optimal stopping of Markov switching Lévy processes (Q2875272) (← links)
- An effective method for the explicit solution of sequential problems on the real line (Q2986841) (← links)
- Author’s response (Q2986843) (← links)
- Optimal stopping of Hunt and Lévy processes (Q3429343) (← links)
- Identities for stopped markov chains and their applications (Q3756251) (← links)
- General optimal stopping theorems for semi-Markov processes (Q4278394) (← links)
- Optimal starting—stopping problems for markov–feller processes (Q4363287) (← links)
- (Q4403513) (← links)
- On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems (Q4556904) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- On Optimal Multiple Stopping of Markov Sequences (Q4954362) (← links)
- General optimal stopping with linear cost (Q5085243) (← links)
- A general method for finding the optimal threshold in discrete time (Q5087022) (← links)
- One-sided solutions for optimal stopping problems with logconcave reward functions (Q5203892) (← links)
- Impulse control and expected suprema (Q5233166) (← links)
- Averaging problems of running processes associated with Brownian motion and applications (Q5249994) (← links)
- On the Continuous and Smooth Fit Principle for Optimal Stopping Problems in Spectrally Negative Lévy Models (Q5415097) (← links)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892438) (← links)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892439) (← links)
- Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen (Q5892440) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)
- A note on one-sided solutions for optimal stopping problems driven by Lévy processes (Q6152246) (← links)
- A general approximation method for optimal stopping and random delay (Q6178390) (← links)
- Mathematical intuition, deep learning, and Robbins' problem (Q6554586) (← links)