Optimal stochastic impulse control with random coefficients and execution delay (Q5085830)
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scientific article; zbMATH DE number 7550679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stochastic impulse control with random coefficients and execution delay |
scientific article; zbMATH DE number 7550679 |
Statements
Optimal stochastic impulse control with random coefficients and execution delay (English)
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30 June 2022
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optimal impulse control
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execution delay
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Snell envelope
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stochastic control
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backward stochastic differential equations
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optimal stopping time
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