Optimal Impulse Control for Growth-Restricted Linear Diffusions with Regime Switching
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Publication:5145602
DOI10.1137/19M1278156zbMATH Open1455.49025OpenAlexW3119208145MaRDI QIDQ5145602FDOQ5145602
Publication date: 21 January 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/19m1278156
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Diffusion processes (60J60) Impulsive optimal control problems (49N25) Financial applications of other theories (91G80)
Cites Work
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