Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937)
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scientific article; zbMATH DE number 5702448
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| English | Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes |
scientific article; zbMATH DE number 5702448 |
Statements
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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0.9190598
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0.90141165
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0.88937646
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0.8850559
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0.8848824
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0.8812435
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