Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (Q3083248)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay |
scientific article |
Statements
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (English)
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21 March 2011
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optimal stopping
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Feller-Markov process
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discontinuous functional
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impulse control
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execution delay
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