The following pages link to (Q4429136):
Displaying 17 items.
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- On irreversible investment (Q484203) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Continuous-time public good contribution under uncertainty: a stochastic control approach (Q2013930) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Strategic learning in teams (Q2437845) (← links)
- Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Potentials of a Markov process are expected suprema (Q5429593) (← links)
- An exit contract optimization problem (Q6186394) (← links)
