On the solution of general impulse control problems using superharmonic functions (Q2434499)
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scientific article
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| English | On the solution of general impulse control problems using superharmonic functions |
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On the solution of general impulse control problems using superharmonic functions (English)
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6 February 2014
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impulse control strategies
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superharmonic functions
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general Markov processes
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optimal stopping problems
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0.8179373741149902
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0.7971103191375732
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0.7845867276191711
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0.7844498157501221
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