Impulse control of a diffusion with a change point (Q5265791)
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scientific article; zbMATH DE number 6467393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse control of a diffusion with a change point |
scientific article; zbMATH DE number 6467393 |
Statements
Impulse control of a diffusion with a change point (English)
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29 July 2015
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diffusion
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Bayes sequential optimization
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impulse control
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change point
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change of measure
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multiple optimal stopping times
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Longstaff-Schwartz algorithm
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