The following pages link to (Q3808989):
Displaying 50 items.
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287) (← links)
- Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607) (← links)
- The paradox effects of uncertainty and flexibility on investment in renewables under governmental support (Q322816) (← links)
- On scheduling a multiclass queue with abandonments under general delay costs (Q352983) (← links)
- Fluid limits to analyze long-term flow rates of a stochastic network with ingress discarding (Q363845) (← links)
- Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime (Q386345) (← links)
- Dynamic scheduling of a \(GI/GI/1+GI\) queue with multiple customer classes (Q386352) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Land conversion pace under uncertainty and irreversibility: too fast or too slow? (Q403758) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- Technology diffusion and growth (Q413497) (← links)
- Bounds on exponential moments of hitting times for reflected processes on the positive orthant (Q426699) (← links)
- \(S,s\) pricing in a dynamic equilibrium model with heterogeneous sectors (Q433368) (← links)
- The role of spatial scale in the timing of uncertain environmental policy (Q433647) (← links)
- A continuous-time analysis of optimal restructuring of contracts with costly information disclosure (Q436947) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- Adaptive approximation of the minimum of Brownian motion (Q511112) (← links)
- Explicit formula for the optimal government debt ceiling (Q513084) (← links)
- Stability and optimal control for uncertain continuous-time singular systems (Q518897) (← links)
- Heavy traffic analysis for EDF queues with reneging (Q535200) (← links)
- Incomplete markets, ambiguity, and irreversible investment (Q543804) (← links)
- Drift rate control of a Brownian processing system (Q558667) (← links)
- Fuzzy optimal control of linear quadratic models (Q604043) (← links)
- Harvesting and recovery decisions under uncertainty (Q608903) (← links)
- The worst case for real options (Q613589) (← links)
- Law of large numbers limits for many-server queues (Q627233) (← links)
- On the dynamics of a finite buffer queue conditioned on the amount of loss (Q632217) (← links)
- EKC-type transitions and environmental policy under pollutant uncertainty and cost irreversibility (Q633330) (← links)
- Optimal capital accumulation under price uncertainty and costly reversibility (Q647668) (← links)
- Optimal dividend and investing control of an insurance company with higher solvency constraints (Q654829) (← links)
- Irreversible investment and discounting: an arbitrage pricing approach (Q666449) (← links)
- Hiring and firing optimally in a large corporation (Q671536) (← links)
- The productivity cost of sovereign default: evidence from the European debt crisis (Q680948) (← links)
- Markov functions of a time-changed recurrent diffusion (Q685734) (← links)
- Head of the line processor sharing for many symmetric queues with finite capacity (Q688661) (← links)
- System of complex Brownian motions associated with the O'Connell process (Q694610) (← links)
- Convergence of a queueing system in heavy traffic with general patience-time distributions (Q719770) (← links)
- On the \(\gamma\)-reflected processes with fBm input (Q746980) (← links)
- Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers (Q832076) (← links)
- Optimal and strategic timing of mergers and acquisitions motivated by synergies and risk diversification (Q844673) (← links)
- A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
- Brownian motion with negative drift and convex level sets in space-time (Q911165) (← links)
- Mathematical theory of queueing networks (Q913640) (← links)
- The QNET method for two-moment analysis of open queueing networks (Q915280) (← links)
- On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion (Q925983) (← links)
- The effect of mean reversion on investment under uncertainty (Q951469) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
