Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
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Publication:4123213
DOI10.1137/0315007zbMath0352.93074MaRDI QIDQ4123213
Publication date: 1977
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0315007
93E20: Optimal stochastic control
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