A new class of impulse stochastic control models with non-negative control quantity (Q543278): Difference between revisions
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scientific article
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English | A new class of impulse stochastic control models with non-negative control quantity |
scientific article |
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A new class of impulse stochastic control models with non-negative control quantity (English)
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17 June 2011
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impulse stochastic control
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control quantity
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variational equation
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optimal control
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semi-martingale
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