Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay (Q3083248)
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scientific article; zbMATH DE number 5868657
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| English | Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay |
scientific article; zbMATH DE number 5868657 |
Statements
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (English)
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21 March 2011
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optimal stopping
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Feller-Markov process
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discontinuous functional
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impulse control
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execution delay
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0.833207905292511
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0.8032687902450562
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0.7991992831230164
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0.7819111943244934
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0.7812643647193909
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