Infinite horizon impulse control problem with continuous costs, numerical solutions
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Publication:4584684
DOI10.1080/17442508.2017.1307985zbMath1395.91269OpenAlexW2781802837MaRDI QIDQ4584684
Hani Abidi, Rim Amami, Monique Pontier
Publication date: 4 September 2018
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2017.1307985
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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