Impulse Control of Multidimensional Jump Diffusions

DOI10.1137/090780419zbMath1208.49045arXiv0912.3297OpenAlexW2081766885MaRDI QIDQ3083266

Xin Guo, Mark H. A. Davis, Guoliang Wu

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.3297

zbMATH Keywords

regularityviscosity solutionquasi-variational inequalitycontrolled jump-diffusion

Mathematics Subject Classification ID

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