Risk sensitive impulse control of non-Markovian processes (Q639355)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive impulse control of non-Markovian processes |
scientific article |
Statements
Risk sensitive impulse control of non-Markovian processes (English)
0 references
20 September 2011
0 references
impulse control problem
0 references
Snell envelope
0 references
stochastic control
0 references
optimal stopping time
0 references
exponential utility
0 references
0 references
