A Connection between Singular Stochastic Control and Optimal Stopping

By Benth Fred Espen   Reikvam Kristin  

Applied Mathematics and Optimization, Vol. 49, Iss. 1, 2004-12 ,pp. : 27-41

Springer Publishing Company

Access to resources Recommend Favorite

On singular stochastic control and optimal stopping of spectrally negative jump diffusions

By Alvarez Luis   Rakkolainen Teppo  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 81, Iss. 1, 2009-02 ,pp. : 55-78

Taylor & Francis Ltd

Access to resources Recommend Favorite

Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes

By Danelia Akaki   Dochviri Besarion   Shashiashvili* Malkhaz  

Stochastics and Stochastics Reports, Vol. 75, Iss. 6, 2003-12 ,pp. : 407-423

Taylor & Francis Ltd

Access to resources Recommend Favorite

An approach for solving perpetual optimal stopping problems driven by Lévy processes

By Surya B. A.  

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 79, Iss. 3-4, 2007-06 ,pp. : 337-361

Taylor & Francis Ltd

Access to resources Recommend Favorite

Fuzzy programming approach to multi-objective stochastic linear programming problems

By Hulsurkar S.   Biswal M.P.   Sinha S.B.  

Fuzzy Sets and Systems, Vol. 88, Iss. 2, 1997-06 ,pp. : 173-181

Elsevier

Access to resources Recommend Favorite