Risk sensitive impulse control of non-Markovian processes (Q639355)
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scientific article; zbMATH DE number 5948616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk sensitive impulse control of non-Markovian processes |
scientific article; zbMATH DE number 5948616 |
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Risk sensitive impulse control of non-Markovian processes (English)
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20 September 2011
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impulse control problem
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Snell envelope
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stochastic control
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optimal stopping time
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exponential utility
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