Stochastic impulse control of non-Markovian processes (Q989967)
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scientific article
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| English | Stochastic impulse control of non-Markovian processes |
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Stochastic impulse control of non-Markovian processes (English)
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23 August 2010
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stochastic impulse control
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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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0.8842225670814514
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0.8278471231460571
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0.824845552444458
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0.8244779706001282
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