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Applied Stochastic Control of Jump Diffusions
Mapping Intimacies
◽
10.1007/978-3-540-69826-5
◽
2007
◽
Cited By ~ 301
Author(s):
Bernt Øksendal
◽
Agnès Sulem
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
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Cited By
References
Bernt Øksendal and Agnès Sulem (2005) applied stochastic control of jump diffusions ISBN 3-540-14023-9, Springer Berlin
Mathematical Methods of Operations Research
◽
10.1007/s00186-005-0017-5
◽
2005
◽
Vol 62
(2)
◽
pp. 345-346
Author(s):
Gerhard-Wilhelm Weber
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Stochastic Control for Jump Diffusions
Stochastic Modeling and Control
◽
10.5772/45719
◽
2012
◽
Author(s):
Jingtao Shi
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Applied Stochastic Control of Jump Diffusions
10.1007/b137590
◽
2005
◽
Cited By ~ 3
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Optimal stopping and stochastic control differential games for jump diffusions
Stochastics
◽
10.1080/17442508.2011.652116
◽
2012
◽
Vol 85
(1)
◽
pp. 85-97
◽
Cited By ~ 2
Author(s):
Fouzia Baghery
◽
Sven Haadem
◽
Bernt Øksendal
◽
Isabelle Turpin
Keyword(s):
Differential Games
◽
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
Electronic Journal of Probability
◽
10.1214/19-ejp333
◽
2019
◽
Vol 24
(0)
◽
Cited By ~ 1
Author(s):
Elena Bandini
◽
Fulvia Confortola
◽
Andrea Cosso
Keyword(s):
Dynamic Programming
◽
Stochastic Control
◽
Dynamic Programming Principle
◽
Control Problems
◽
Jump Diffusions
◽
Stochastic Control Problems
◽
Infinite Dimensional
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Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions
◽
10.1007/978-3-540-69826-5_3
◽
2007
◽
pp. 45-63
Keyword(s):
Stochastic Control
◽
Jump Diffusions
Download Full-text
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/978-3-030-02781-0_7
◽
2019
◽
pp. 211-223
Author(s):
Bernt Øksendal
◽
Agnès Sulem
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
Download Full-text
Combined Stochastic Control and Impulse Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions - Universitext
◽
10.1007/3-540-26441-8_8
◽
2005
◽
pp. 113-122
Keyword(s):
Stochastic Control
◽
Impulse Control
◽
Jump Diffusions
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A General Optimality Conditions for Stochastic Control Problems of Jump Diffusions
Applied Mathematics & Optimization
◽
10.1007/s00245-011-9143-z
◽
2011
◽
Vol 65
(1)
◽
pp. 15-29
◽
Cited By ~ 6
Author(s):
Seid Bahlali
◽
Adel Chala
Keyword(s):
Optimality Conditions
◽
Stochastic Control
◽
Control Problems
◽
Jump Diffusions
◽
Stochastic Control Problems
Download Full-text
Combined Optimal Stopping and Stochastic Control of Jump Diffusions
Applied Stochastic Control of Jump Diffusions
◽
10.1007/978-3-540-69826-5_4
◽
2007
◽
pp. 65-76
Keyword(s):
Stochastic Control
◽
Optimal Stopping
◽
Jump Diffusions
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