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Two-sided Poisson control of linear diffusions - MaRDI portal

Two-sided Poisson control of linear diffusions

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Publication:6647791

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DOI10.1080/17442508.2023.2256923MaRDI QIDQ6647791

Harto Saarinen

Publication date: 3 December 2024

Published in: Stochastics (Search for Journal in Brave)

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimality conditions for problems involving randomness (49K45) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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