Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients |
scientific article; zbMATH DE number 7528005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients |
scientific article; zbMATH DE number 7528005 |
Statements
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (English)
0 references
17 May 2022
0 references
optimal impulse control
0 references
execution delay
0 references
infinite horizon
0 references
Snell envelope
0 references
stochastic control
0 references
optimal stopping time
0 references
backward stochastic differential equations
0 references
0 references
