Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684): Difference between revisions
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Revision as of 17:28, 5 March 2024
scientific article; zbMATH DE number 6931428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon impulse control problem with continuous costs, numerical solutions |
scientific article; zbMATH DE number 6931428 |
Statements
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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