Impulse control problem on finite horizon with execution delay (Q1016624)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Impulse control problem on finite horizon with execution delay |
scientific article |
Statements
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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0.8555700778961182
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0.8534275889396667
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0.8291640877723694
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0.8201340436935425
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0.8044851422309875
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