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Infinite horizon impulse control problem with continuous costs, numerical solutions - MaRDI portal

Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684)

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scientific article; zbMATH DE number 6931428
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English
Infinite horizon impulse control problem with continuous costs, numerical solutions
scientific article; zbMATH DE number 6931428

    Statements

    title
    Infinite horizon impulse control problem with continuous costs, numerical solutions (English)
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    author
    Hani Abidi
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    Rim Amami
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    Monique Pontier
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    published in
    Stochastics
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    publication date
    4 September 2018
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    zbMATH Keywords
    impulse control
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    infinite horizon
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    reflected backward SDEs
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    double barrier
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    resolution by numerical schemes
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    Identifiers

    Mathematics Subject Classification ID
    91B38
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    60H10
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    60G40
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    93E20
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    60H35
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    zbMATH DE Number
    6931428
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    OpenAlex ID
    W2781802837
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