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A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag
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Latest revision as of 10:37, 24 July 2024

scientific article; zbMATH DE number 7302974
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English
A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag
scientific article; zbMATH DE number 7302974

    Statements

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    28 January 2021
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    impulse control
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    decision lag
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    dynamic programming
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    viscosity solution
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    diffusion processes
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    math.OC
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    math.PR
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