Application of doubly reflected BSDEs to an impulse control problem (Q5746729)
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scientific article; zbMATH DE number 6256422
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| English | Application of doubly reflected BSDEs to an impulse control problem |
scientific article; zbMATH DE number 6256422 |
Statements
Application of doubly reflected BSDEs to an impulse control problem (English)
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7 February 2014
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impulse control
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infinite horizon
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reflected backward stochastic differential equations
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double barrier
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0.9254484176635742
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0.8920019865036011
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0.8438796997070312
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0.827083945274353
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0.8131674528121948
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