An impulse control of a geometric Brownian motion with quadratic costs (Q2569026)
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scientific article; zbMATH DE number 2214893
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| default for all languages | No label defined |
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| English | An impulse control of a geometric Brownian motion with quadratic costs |
scientific article; zbMATH DE number 2214893 |
Statements
An impulse control of a geometric Brownian motion with quadratic costs (English)
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17 October 2005
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impulse control
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quasi-variational inequalities
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quadratic costs
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0.8123264908790588
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0.8034924268722534
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0.7998579740524292
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