Applications of an infinite horizon BSDE's to an impulse control problem (Q412589)
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scientific article; zbMATH DE number 6030548
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| English | Applications of an infinite horizon BSDE's to an impulse control problem |
scientific article; zbMATH DE number 6030548 |
Statements
Applications of an infinite horizon BSDE's to an impulse control problem (English)
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4 May 2012
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impulse control problem in infinite horizon
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double barrier reflected backward stochastic differential equations (BSDE)
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Snell envelope
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0.9254484176635742
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0.8632552027702332
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0.8407822251319885
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0.8343320488929749
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0.8320062756538391
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