Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684)
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scientific article; zbMATH DE number 6931428
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| English | Infinite horizon impulse control problem with continuous costs, numerical solutions |
scientific article; zbMATH DE number 6931428 |
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Infinite horizon impulse control problem with continuous costs, numerical solutions (English)
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4 September 2018
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impulse control
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infinite horizon
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reflected backward SDEs
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double barrier
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resolution by numerical schemes
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0.8567637801170349
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0.8507876396179199
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0.8407822251319885
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0.839329719543457
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0.8311510682106018
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