Stochastic impulse control of parabolic systems of Sobolev type (Q662462)
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scientific article; zbMATH DE number 6008904
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic impulse control of parabolic systems of Sobolev type |
scientific article; zbMATH DE number 6008904 |
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Stochastic impulse control of parabolic systems of Sobolev type (English)
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23 February 2012
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optimal impulse control problem
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stochastic differential equation of Sobolev type
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parabolic differential equation
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