A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (Q3629486)
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scientific article
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| English | A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions |
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A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions (English)
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27 May 2009
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stochastic impulse control
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diffusions
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optimal stopping
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concavity
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0.8513687252998352
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0.8306026458740234
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0.8252688646316528
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0.8110342025756836
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