Optimal Impulse Control When Control Actions Have Random Consequences
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Publication:4361789
DOI10.1287/moor.22.3.639zbMath0881.93091OpenAlexW2019160807MaRDI QIDQ4361789
Publication date: 28 October 1997
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.22.3.639
stochastic differential equationviscosity solutionoptimal stoppingquasi-variational inequalitiesexchange rategeneralized impulse control
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