Publication:3757801
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zbMath0619.93071MaRDI QIDQ3757801
Publication date: 1986
diffusion process; stopping times; random jumps; optimal cost function; optimal impulse control; Richard's model
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
49K45: Optimality conditions for problems involving randomness
49J55: Existence of optimal solutions to problems involving randomness
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