Optimal Impulse Control When Control Actions Have Random Consequences (Q4361789)
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scientific article; zbMATH DE number 1080547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Impulse Control When Control Actions Have Random Consequences |
scientific article; zbMATH DE number 1080547 |
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Optimal Impulse Control When Control Actions Have Random Consequences (English)
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28 October 1997
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generalized impulse control
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stochastic differential equation
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quasi-variational inequalities
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optimal stopping
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viscosity solution
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exchange rate
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