Existence of an infinite-horizon optimal impulse consumption of a geometric Brownian motion with variable coefficients (Q2954099)
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scientific article; zbMATH DE number 6673884
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| English | Existence of an infinite-horizon optimal impulse consumption of a geometric Brownian motion with variable coefficients |
scientific article; zbMATH DE number 6673884 |
Statements
12 January 2017
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impulse control
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optimal feedback controls
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quasi-variational inequalities
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geometric Brownian motion
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variable coefficients
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intervention costs
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0.8049129247665405
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0.7988049983978271
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0.7966296672821045
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0.7888152599334717
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