7 results
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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- Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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- 14 June 2022, pp. 1222-1251
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- December 2022
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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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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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Irreversible investment under Lévy uncertainty: an equation for the optimal boundary
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- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
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- 24 March 2016, pp. 298-314
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- March 2016
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The Optimal Dividend Problem in the Dual Model
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- Advances in Applied Probability / Volume 46 / Issue 3 / September 2014
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- 22 February 2016, pp. 746-765
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- September 2014
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Bounded Variation Control of Itô Diffusions with Exogenously Restricted Intervention Times
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- Advances in Applied Probability / Volume 46 / Issue 1 / March 2014
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- 22 February 2016, pp. 102-120
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- March 2014
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Corrected random walk approximations to free boundary problems in optimal stopping
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- Advances in Applied Probability / Volume 39 / Issue 3 / September 2007
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- 01 July 2016, pp. 753-775
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- September 2007
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