검색결과 : 5건
| No. | Article |
|---|---|
| 1 |
A Multidimensional Problem of Optimal Dividends with Irreversible Switching: A Convergent Numerical Scheme Azcue P, Muler N Applied Mathematics and Optimization, 83(3), 1613, 2021 |
| 2 |
Optimal Cash Management Problem for Compound Poisson Processes with Two-Sided Jumps Azcue P, Muler N Applied Mathematics and Optimization, 80(2), 331, 2019 |
| 3 |
ERGODIC CONTROL OF A CLASS OF JUMP DIFFUSIONS WITH FINITE LEVY MEASURES AND ROUGH KERNELS Arapostathis A, Caffarelli L, Pang GD, Zheng Y SIAM Journal on Control and Optimization, 57(2), 1516, 2019 |
| 4 |
OPTIMAL DIVIDEND PAYMENT AND REGIME SWITCHING IN A COMPOUND POISSON RISK MODEL Azcue P, Muler N SIAM Journal on Control and Optimization, 53(5), 3270, 2015 |
| 5 |
Optimality of an (s, S) policy with compound poisson and diffusion demands: A quasi-variational inequalities approach Bensoussan A, Liu RH, Sethi SP SIAM Journal on Control and Optimization, 44(5), 1650, 2005 |