The following pages link to (Q3684019):
Displaying 14 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Stopping of functionals with discontinuity at the boundary of an open set (Q719380) (← links)
- Infinite horizon stopping problems with (nearly) total reward criteria (Q744226) (← links)
- Non zero-sum stopping games of symmetric Markov processes (Q1085895) (← links)
- Impulse control of piecewise-deterministic processes (Q1122552) (← links)
- Probabilistic characteristics of one stopping rule for steady control (Q1908369) (← links)
- Risk sensitive optimal stopping (Q2029782) (← links)
- Ergodic impulsive control of Feller processes with costly information (Q2277230) (← links)
- Discussion of dynamic programming and linear programming approaches to stochastic control and optimal stopping in continuous time (Q2441319) (← links)
- Martingale approach to stochastic control with discretionary stopping (Q2502186) (← links)
- OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
- (Q3198627) (← links)
- On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time (Q3933529) (← links)
- Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation (Q4723665) (← links)
