Impulse Control of Multidimensional Jump Diffusions
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Publication:3083266
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
Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Impulsive optimal control problems (49N25)
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