Pages that link to "Item:Q4361789"
From MaRDI portal
The following pages link to Optimal Impulse Control When Control Actions Have Random Consequences (Q4361789):
Displaying 28 items.
- On classical and restricted impulse stochastic control for the exchange rate (Q517931) (← links)
- Optimal irrational behavior in continuous time (Q602969) (← links)
- Boolean-controlled systems via receding horizon and linear programing (Q661011) (← links)
- A central bank strategy for defending a currency peg (Q826751) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- Classical and restricted impulse control for the exchange rate under a stochastic trend model (Q1657382) (← links)
- On the Mittag-Leffler stability of impulsive fractional solow-type models (Q1662349) (← links)
- An approximation scheme for impulse control with random reaction periods (Q1728360) (← links)
- Optimization of risk policy and dividends with fixed transaction costs under interest rate (Q1758139) (← links)
- Optimality of \((s, S)\) policies for jump inventory models (Q1935956) (← links)
- Impulse control with random reaction periods: a central bank intervention problem (Q1939677) (← links)
- Optimal policy for Brownian inventory models with general convex inventory cost (Q1945984) (← links)
- Linear programming approach to optimal impulse control problems with functional constraints (Q1997217) (← links)
- Optimal reinsurance-investment and dividends problem with fixed transaction costs (Q2031387) (← links)
- Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
- Management of online server congestion using optimal demand throttling (Q2183341) (← links)
- Optimal exchange rates management using stochastic impulse control for geometric Lévy processes (Q2417958) (← links)
- Real R\&D options with time-to-learn and learning-by-doing (Q2480213) (← links)
- Impulse Control of Interest Rates (Q2935303) (← links)
- (Q3221862) (← links)
- Optimal Index Tracking Under Transaction Costs and Impulse Control (Q4216117) (← links)
- Impulse Control Method and Exchange Rate (Q4372007) (← links)
- A Stochastic Inventory Model for a Random Yield Supply Chain with Wholesale-Price and Shortage Penalty Contracts (Q4561174) (← links)
- Optimal Control Under Uncertainty and Bayesian Parameters Adjustments (Q4608239) (← links)
- OPTIMAL ORDERING POLICIES WITH STOCHASTIC DEMAND AND PRICE PROCESSES (Q4904519) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Protecting pegged currency markets from speculative investors (Q6078604) (← links)
- On the Modeling of Impulse Control with Random Effects for Continuous Markov Processes (Q6198084) (← links)