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Year of publication
Subject
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Mathematical programming 2 Mathematische Optimierung 2 Snell envelope 2 Stochastic process 2 Stochastischer Prozess 2 execution delay 2 Algorithm 1 Algorithmus 1 Analysis 1 Cloud 1 Cloud Disk 1 Cloud Disk Search Delay 1 Cloud Network Delay 1 Control theory 1 Delivery lag 1 Execution Delay 1 Execution delay 1 Impulse control 1 Kontrolltheorie 1 Mathematical analysis 1 Numerical algorithm 1 Optimal switching 1 Real options 1 Real options analysis 1 Realoptionsansatz 1 Search theory 1 Stopping time 1 Suchtheorie 1 Theorie 1 Theory 1 backward stochastic differential equations 1 first passage time 1 infinite horizon 1 liquidity traders 1 optimal impulse control 1 optimal stopping time 1 order submission 1 risk aversion 1 stochastic control 1
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Online availability
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Undetermined 3
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 3 Undetermined 1
Author
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Djehiche, Boualem 1 Hamadène, Said 1 Hdhiri, Ibtissem 1 Iori, G. 1 Kovaleva, P. 1 Kundu, Anirban 1 Perninge, Magnus 1 Sarkar, Saswati 1 Zaatra, Helmi 1
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Institution
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Department of Economics, City University 1
Published in...
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International Journal of Green Computing (IJGC) 1 Mathematical methods of operations research 1 Mathematics of operations research 1 Working Papers / Department of Economics, City University 1
Source
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ECONIS (ZBW) 2 RePEc 1 Other ZBW resources 1
Showing 1 - 4 of 4
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Infinite horizon stochastic impulse control with delay and random coefficients
Djehiche, Boualem; Hamadène, Said; Hdhiri, Ibtissem; … - In: Mathematics of operations research 47 (2022) 1, pp. 665-689
Persistent link: https://www.econbiz.de/10013364931
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An Eco-Friendly Efficient Cloud-Searching Technique With Delay
Kundu, Anirban; Sarkar, Saswati - In: International Journal of Green Computing (IJGC) 9 (2018) 1, pp. 20-34
The authors propose a cloud-based disk-searching technique with delay in this article. Cloud computing is responsible for eco-friendly use of computers and other related resources. The proposed technique exerts less energy to search particular data. The searching technique finds a particular...
Persistent link: https://www.econbiz.de/10012044940
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A limited-feedback approximation scheme for optimal switching problems with execution delays
Perninge, Magnus - In: Mathematical methods of operations research 87 (2018) 3, pp. 347-382
Persistent link: https://www.econbiz.de/10011874011
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Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity
Kovaleva, P.; Iori, G. - Department of Economics, City University - 2012
We study the optimal execution strategy of selling a security. In a continuous time diffusion framework, a risk-averse trader faces the choice of selling the security promptly or placing a limit order and hence delaying the transaction in order to sell at a more favorable price. We introduce a...
Persistent link: https://www.econbiz.de/10011268985
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