Asymptotics of impulse control problem with multiplicative reward (Q6166251)
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scientific article; zbMATH DE number 7707949
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of impulse control problem with multiplicative reward |
scientific article; zbMATH DE number 7707949 |
Statements
Asymptotics of impulse control problem with multiplicative reward (English)
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6 July 2023
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impulse control
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Bellman equation
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risk-sensitive criterion
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Markov process
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