Impulse control problem on finite horizon with execution delay (Q1016624)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse control problem on finite horizon with execution delay |
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Impulse control problem on finite horizon with execution delay (English)
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6 May 2009
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impulse control
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execution delay
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diffusion processes
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dynamic programming
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viscosity solutions
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comparison principle
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