The generalization of a class of impulse stochastic control models of a geometric Brownian motion (Q2267144)
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scientific article; zbMATH DE number 5675445
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| English | The generalization of a class of impulse stochastic control models of a geometric Brownian motion |
scientific article; zbMATH DE number 5675445 |
Statements
The generalization of a class of impulse stochastic control models of a geometric Brownian motion (English)
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26 February 2010
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impulse stochastic control
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geometric Brownian motion
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variational equation
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optimal control
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0.8241556286811829
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0.7998579740524292
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