Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465)
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scientific article; zbMATH DE number 5486548
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| English | Optimal impulse control for a multidimensional cash management system with generalized cost functions |
scientific article; zbMATH DE number 5486548 |
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Optimal impulse control for a multidimensional cash management system with generalized cost functions (English)
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8 January 2009
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finance
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cash management
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impulse control
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quasi-variational inequalities
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finite element method
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0.90445113
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0.89221275
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0.8655583
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0.8639846
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