Items where Author is "Jack, Andrew"

Number of items: 4.
  • Impulse and absolutely continuous ergodic control of one-dimensional Ito diffusions. Jack, Andrew; Zervos, Mihail
  • Impulse control of one-dimensional Itô diffusions with an expected and a pathwise ergodic criterion. Jack, Andrew; Zervos, Mihail
  • A singular control model with application to the goodwill problem. Jack, Andrew; Johnson, Timothy; Zervos, Mihail
  • A singular control problem with an expected and a pathwise ergodicperformance criterion. Zervos, Mihail; Jack, Andrew