Solution examples of an impulse control problem (Q2349654): Difference between revisions

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+Q3953613
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+A PDE approach to regularity of solutions to finite horizon optimal switching problems
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+The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
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+Deterministic Impulse Control Problems
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+Q3136505
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+Optimal strategies in a risky debt context
@@ Property / cites work: Optimal strategies in a risky debt context / rank @@
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+A model of optimal portfolio selection under liquidity risk and price impact
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+A Finite Horizon Optimal Multiple Switching Problem
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+On the Starting and Stopping Problem: Application in Reversible Investments
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+Optimal Switching in an Economic Activity under Uncertainty
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+Impulse control problem on finite horizon with execution delay
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+Techniques probabilistes dans le contrôle impulsionnel
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+Impulse control problem with switching technology
@@ Property / cites work: Impulse control problem with switching technology / rank @@
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+Q4002114
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+Q3925594
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