Pages that link to "Item:Q2028195"
From MaRDI portal
The following pages link to Control problem for the impulse process under stochastic optimization procedure and Lévy conditions (Q2028195):
Displaying 3 items.
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- Asymptotic properties of the impulse perturbation process under Lévy approximation conditions with the point of equilibrium of the quality criterion (Q2299439) (← links)
- Stochastic control based on time-change transformations for stochastic processes with Lévy noise (Q2922886) (← links)