Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (Q5076720)
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scientific article; zbMATH DE number 7528005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients |
scientific article; zbMATH DE number 7528005 |
Statements
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients (English)
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17 May 2022
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optimal impulse control
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execution delay
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infinite horizon
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Snell envelope
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stochastic control
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optimal stopping time
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backward stochastic differential equations
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