Stochastic impulse control problem with state and time dependent cost functions (Q829001)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic impulse control problem with state and time dependent cost functions |
scientific article |
Statements
Stochastic impulse control problem with state and time dependent cost functions (English)
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5 May 2021
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stochastic impulse control
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quasi-variational inequality
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viscosity solution
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