Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316)
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scientific article; zbMATH DE number 7547346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon impulse control problem with jumps and continuous switching costs |
scientific article; zbMATH DE number 7547346 |
Statements
Infinite horizon impulse control problem with jumps and continuous switching costs (English)
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24 June 2022
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impulse control
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infinite horizon
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reflected backward stochastic differential equations
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double barrier
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constructive method of solution
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