Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684)
From MaRDI portal
scientific article; zbMATH DE number 6931428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon impulse control problem with continuous costs, numerical solutions |
scientific article; zbMATH DE number 6931428 |
Statements
Infinite horizon impulse control problem with continuous costs, numerical solutions (English)
0 references
4 September 2018
0 references
impulse control
0 references
infinite horizon
0 references
reflected backward SDEs
0 references
double barrier
0 references
resolution by numerical schemes
0 references
0 references
0 references
0 references
