Impulse control of standard Brownian motion: discounted criterion (Q2948563)
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scientific article; zbMATH DE number 6489726
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| English | Impulse control of standard Brownian motion: discounted criterion |
scientific article; zbMATH DE number 6489726 |
Statements
Impulse Control of Standard Brownian Motion: Discounted Criterion (English)
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6 October 2015
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impulse control
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discounted criterion
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infinite dimensional linear programming
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expected occupation measures
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0.9340832829475404
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0.7958566546440125
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0.7916539907455444
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0.7884234189987183
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