Stochastic impulse control of non-Markovian processes (Q989967)

From MaRDI portal
Revision as of 02:29, 3 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Stochastic impulse control of non-Markovian processes
scientific article

    Statements

    Stochastic impulse control of non-Markovian processes (English)
    0 references
    0 references
    0 references
    0 references
    23 August 2010
    0 references
    stochastic impulse control
    0 references
    Snell envelope
    0 references
    stochastic control
    0 references
    backward stochastic differential equations
    0 references
    optimal stopping time
    0 references

    Identifiers