NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (Q4797322)
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scientific article; zbMATH DE number 1881652
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| English | NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS |
scientific article; zbMATH DE number 1881652 |
Statements
NON-ROBUSTNESS OF SOME IMPULSE CONTROL PROBLEMS WITH RESPECT TO INTERVENTION COSTS (English)
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10 June 2003
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non-robustness
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impulse control
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intervention cost
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Brownian motion
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sensitivity of value function
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0.8593539595603943
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0.8540971279144287
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0.794188380241394
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0.7881340384483337
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