Optimal Control Problem Associated with Jump Processes

By Yasushi Ishikawa. 2004

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/06ba9716a254c88a76731b5334140657c2c7bb24

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Agnès Sulem
2. Bernt Øksendal
3. David Nualart
4. Fred Espen Benth
5. Yasushi Ishikawa
6. Christian Bender

In Finance

1. Agnès Sulem
2. Bernt Øksendal
3. B. Larssen
4. David Nualart
5. Fred Espen Benth
6. Yasushi Ishikawa
7. Peter Imkeller
8. Frank Norbert Proske

In Management Science and Operations Research

1. Agnès Sulem
2. Bernt Øksendal
3. Qingxin Meng

Citations in the corpus

• Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes (2010, unknown): “We refer to [29] for some rigorous results in two space dimensions.”
• Optimal Stochastic Impulse Control with Delayed Reaction (2008, methodology): “Hence by the dynamic programming principle (see e.g. [9], Proposition 3.2 or [ 6 ]) we get”