Optimal stochastic impulse control with delayed reaction (Q1021256)

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Optimal stochastic impulse control with delayed reaction
scientific article

    Statements

    title
    Optimal stochastic impulse control with delayed reaction (English)
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    author
    Bernt Øksendal
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    Agnès Sulem
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    publication date
    8 June 2009
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    zbMATH Keywords
    impulse control
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    jump diffusions
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    delayed reaction
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    49N25
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    93C15
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    60H10
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    zbMATH DE Number
    5562560
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