A finite horizon optimal stochastic impulse control problem with a decision lag (Q5147773)
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scientific article; zbMATH DE number 7302974
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| English | A finite horizon optimal stochastic impulse control problem with a decision lag |
scientific article; zbMATH DE number 7302974 |
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28 January 2021
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impulse control
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decision lag
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dynamic programming
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viscosity solution
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diffusion processes
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0.8600793480873108
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0.8546553254127502
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0.8534275889396667
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0.8528091311454773
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