Finite Horizon Impulse control of Stochastic Functional Differential Equations (Q6042798)
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scientific article; zbMATH DE number 7681923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite Horizon Impulse control of Stochastic Functional Differential Equations |
scientific article; zbMATH DE number 7681923 |
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Finite Horizon Impulse control of Stochastic Functional Differential Equations (English)
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4 May 2023
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impulse control
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dynamic programming
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Snell envelope
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stopping times
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backward SDEs
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stochastic delay equations
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