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Disambiguation of "Sulem, Agnès"

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Time-to-build and capacity choice

, , and . Journal of Economic Dynamics and Control, 26 (1): 69--98 (January 2002)

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Clement Amadu Sulemana

Nizamuddin Sulemankhel

Josef Agnesy

Chamsi Sulemanlé

Jens Agneskirchner

 

Other publications of authors with the same name

Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes., and . SIAM J. Control and Optimization, 50 (4): 2254-2287 (2012)Pseudopower expansion of solutions of generalized equations and constrained optimization problems., and . Math. Program., (1995)An integral representation theorem of g-expectations., and . Risk Decis. Anal., 2 (4): 245-255 (2011)European Options in a Nonlinear Incomplete Market Model with Default., , and . SIAM J. Financial Math., 11 (3): 849-880 (2020)Explicit Solution of Inventory Problems with Delivery Lags., and . Math. Oper. Res., 20 (3): 709-720 (1995)The Default Cascade Process in Stochastic Financial Networks., , and . ICAIF, page 227-234. ACM, (2023)Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs., and . SIAM J. Control and Optimization, 40 (6): 1765-1790 (2002)Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps., and . SIAM J. Control and Optimization, 48 (5): 2945-2976 (2009)A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-expectations., , and . SIAM J. Control and Optimization, 54 (4): 2090-2115 (2016)A stochastic maximum principle for processes driven by fractional Brownian motion, , , and . Stochastic Processes and their Applications, 100 (1-2): 233--253 (00 2002)