Optimal stochastic impulse control with random coefficients and execution delay
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Cited in
(14)- Impulse control problem on finite horizon with execution delay
- Optimal stochastic impulse control with delayed reaction
- Solving impulse-control problems with control delays
- Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
- scientific article; zbMATH DE number 5159430 (Why is no real title available?)
- scientific article; zbMATH DE number 147672 (Why is no real title available?)
- Optimal Impulse Control When Control Actions Have Random Consequences
- Infinite horizon stochastic impulse control with delay and random coefficients
- A finite horizon optimal stochastic impulse control problem with a decision lag
- Stochastic impulse control of nonsmooth dynamics with partial observation and execution delay: application to an environmental restoration problem
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- The effects of implementation delay on decision-making under uncertainty
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