Optimal stochastic impulse control with random coefficients and execution delay (Q5085830)
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scientific article; zbMATH DE number 7550679
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| default for all languages | No label defined |
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| English | Optimal stochastic impulse control with random coefficients and execution delay |
scientific article; zbMATH DE number 7550679 |
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Optimal stochastic impulse control with random coefficients and execution delay (English)
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30 June 2022
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optimal impulse control
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execution delay
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Snell envelope
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stochastic control
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backward stochastic differential equations
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optimal stopping time
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0.9591733
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0.9398619
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0.9343683
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0.9184809
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0.91695994
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0.9157348
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