On the Optimal Stochastic Impulse Control of Linear Diffusions (Q3617230)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Optimal Stochastic Impulse Control of Linear Diffusions |
scientific article |
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On the Optimal Stochastic Impulse Control of Linear Diffusions (English)
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27 March 2009
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stochastic impulse and singular control
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optimal stopping
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diffusions
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