6 Treffer für Schlagwort = "boundary"
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Nash equilibria of threshold type for two-player nonzero-sum games of stopping
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
A non convex singular stochastic control problem and its related optimal stopping boundaries
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
Optimal Dividend Payout under Stochastic Discounting
Bandini, Elena ; de Angelis, Tiziano ; Ferrari, Giorgio ; Gozzi, Fausto
2020
A solvable two-dimensional degenerate singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2014
A solvable two-dimensional singular stochastic control problem with non convex costs
de Angelis, Tiziano ; Ferrari, Giorgio ; Moriarty, John
2016
A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis
de Angelis, Tiziano ; Ferrari, Giorgio
2013