Sequential entry and exit decisions with an ergodic performance criterion (Q5485918)
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scientific article; zbMATH DE number 5051484
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| English | Sequential entry and exit decisions with an ergodic performance criterion |
scientific article; zbMATH DE number 5051484 |
Statements
Sequential entry and exit decisions with an ergodic performance criterion (English)
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4 September 2006
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ergodic stochastic control
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long-term average criterion
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almost sure optimality
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impulse stochastic control
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variational inequalities
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0.7476809620857239
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0.735404908657074
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0.7267025113105774
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0.7221341133117676
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0.7196979522705078
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