Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes |
scientific article |
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Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (English)
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28 April 2010
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stochastic impulse control
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viscosity solution
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quasi-variational inequality
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smooth fit
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controlled diffusion
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