Publication:4802408
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zbMath1014.91042MaRDI QIDQ4802408
Agnès Sulem, Jean-Philippe Chancelier, Bernt Øksendal
Publication date: 27 April 2003
optimal stopping; portfolio optimization; impulse control; Hamilton-Jacobi-Bellman variational inequality; combined stochastic control
93E20: Optimal stochastic control
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