On singular stochastic control problems for diffusion with jumps (Q3218044)
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scientific article; zbMATH DE number 3884078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On singular stochastic control problems for diffusion with jumps |
scientific article; zbMATH DE number 3884078 |
Statements
On singular stochastic control problems for diffusion with jumps (English)
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1984
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diffusion processes with jumps
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quasi-variational inequality
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impulse control
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0.8593118786811829
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0.8575348854064941
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0.8377028703689575
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0.8347992897033691
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