Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684): Difference between revisions

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Property / author: Monique Pontier / rank
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Property / full work available at URL: https://doi.org/10.1080/17442508.2017.1307985 / rank
 
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Latest revision as of 13:28, 16 July 2024

scientific article; zbMATH DE number 6931428
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English
Infinite horizon impulse control problem with continuous costs, numerical solutions
scientific article; zbMATH DE number 6931428

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    Infinite horizon impulse control problem with continuous costs, numerical solutions (English)
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    4 September 2018
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    impulse control
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    infinite horizon
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    reflected backward SDEs
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    double barrier
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    resolution by numerical schemes
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