Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (Q3083248)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay |
scientific article |
Statements
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay (English)
0 references
21 March 2011
0 references
optimal stopping
0 references
Feller-Markov process
0 references
discontinuous functional
0 references
impulse control
0 references
execution delay
0 references
