Pages that link to "Item:Q2749130"
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The following pages link to Some control problems with random intervention times (Q2749130):
Displaying 21 items.
- A new class of impulse stochastic control models with non-negative control quantity (Q543278) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions (Q2089850) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Designing cost-efficient inspection schemes for stochastic streamflow environment using an effective Hamiltonian approach (Q2168629) (← links)
- The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144) (← links)
- A coupled system of integrodifferential equations arising in liquidity risk model (Q2272162) (← links)
- A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (Q3005846) (← links)
- On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model (Q3167343) (← links)
- On Some Ergodic Impulse Control Problems with Constraint (Q3177157) (← links)
- Ergodic control of diffusions with random intervention times (Q4964777) (← links)
- Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) (← links)
- On Some Impulse Control Problems with Constraint (Q5370986) (← links)
- Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times (Q5415095) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Double continuation regions for American options under Poisson exercise opportunities (Q6054363) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention (Q6098945) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)
- Caballero-Engel meet Lasry-Lions: a uniqueness result (Q6631641) (← links)
- Two-sided Poisson control of linear diffusions (Q6647791) (← links)