Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937)
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: Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes |
scientific article |
Statements
Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (English)
0 references
28 April 2010
0 references
stochastic impulse control
0 references
viscosity solution
0 references
quasi-variational inequality
0 references
smooth fit
0 references
controlled diffusion
0 references
