A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag (Q5147773)
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scientific article; zbMATH DE number 7302974
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite Horizon Optimal Stochastic Impulse Control Problem with A Decision Lag |
scientific article; zbMATH DE number 7302974 |
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28 January 2021
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impulse control
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decision lag
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dynamic programming
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viscosity solution
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diffusion processes
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math.OC
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math.PR
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