24 results in 49Lxx
The Moment-SOS hierarchy: Applications and related topics
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- Acta Numerica / Volume 33 / July 2024
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- 04 September 2024, pp. 841-908
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- July 2024
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On a mixed singular/switching control problem with multiple regimes
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- Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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- 22 August 2022, pp. 743-782
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- September 2022
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Optimal entry and consumption under habit formation
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- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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- 10 March 2022, pp. 433-459
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- June 2022
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Exponential ergodicity and steady-state approximations for a class of markov processes under fast regime switching
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- Advances in Applied Probability / Volume 53 / Issue 1 / March 2021
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- 17 March 2021, pp. 1-29
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- March 2021
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Ergodic control of diffusions with random intervention times
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- Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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- 25 February 2021, pp. 1-21
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- March 2021
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Two-player zero-sum stochastic differential games with random horizon
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- Advances in Applied Probability / Volume 51 / Issue 4 / December 2019
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- 15 November 2019, pp. 1209-1235
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- December 2019
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MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS
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- ASTIN Bulletin: The Journal of the IAA / Volume 49 / Issue 3 / September 2019
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- 01 July 2019, pp. 847-883
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- September 2019
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On an optimal extraction problem with regime switching
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- Advances in Applied Probability / Volume 50 / Issue 3 / September 2018
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- 16 November 2018, pp. 671-705
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- September 2018
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An optimal consumption and investment problem with partial information
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- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
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- 20 March 2018, pp. 131-153
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- March 2018
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Optimal dividend strategies for two collaborating insurance companies
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- Advances in Applied Probability / Volume 49 / Issue 2 / June 2017
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- 26 June 2017, pp. 515-548
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- June 2017
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Optimal financing and dividend distribution in a general diffusion model with regime switching
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- Advances in Applied Probability / Volume 48 / Issue 2 / June 2016
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- 10 June 2016, pp. 406-422
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- June 2016
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A convergence result for the ergodic problem for Hamilton–Jacobi equations with Neumann-type boundary conditions
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- Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 146 / Issue 2 / April 2016
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- 03 March 2016, pp. 225-242
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- April 2016
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CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS
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- The ANZIAM Journal / Volume 57 / Issue 3 / January 2016
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- 10 February 2016, pp. 207-221
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Partially informed investors: hedging in an incomplete market with default
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- Journal of Applied Probability / Volume 52 / Issue 3 / September 2015
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- 30 March 2016, pp. 718-735
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- September 2015
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On the asymptotic optimality of greedy index heuristics for multi-action restless bandits
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- Advances in Applied Probability / Volume 47 / Issue 3 / September 2015
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- 21 March 2016, pp. 652-667
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- September 2015
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Monotone Policies and Indexability for Bidirectional Restless Bandits
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
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- 04 January 2016, pp. 51-85
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- March 2013
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Approximation of bounds on mixed-level orthogonal arrays
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- Advances in Applied Probability / Volume 43 / Issue 2 / June 2011
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- 01 July 2016, pp. 399-421
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- June 2011
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Superlinear elliptic equation for fully nonlinear operators without growth restrictions for the data
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- Proceedings of the Edinburgh Mathematical Society / Volume 53 / Issue 1 / February 2010
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- 12 January 2010, pp. 125-141
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Some indexable families of restless bandit problems
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- Advances in Applied Probability / Volume 38 / Issue 3 / September 2006
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- 01 July 2016, pp. 643-672
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- September 2006
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Spinning plates and squad systems: policies for bi-directional restless bandits
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- Advances in Applied Probability / Volume 38 / Issue 1 / March 2006
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- 01 July 2016, pp. 95-115
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- March 2006
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