Stochastic impulse control with regime-switching dynamics
type: Item
instance of: scholarly article
title: Stochastic impulse control with regime-switching dynamics
zbMATH Open document ID: 1403.49018
author: Ralf Korn
author: Yaroslav Melnyk
author: Frank Thomas Seifried
published in: European Journal of Operational Research
publication date: 2018-05-29T00:00:00Z
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 90B60
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6875830
zbMATH Keywords: control
zbMATH Keywords: product life cycle
zbMATH Keywords: stochastic impulse control
zbMATH Keywords: intervention costs
zbMATH Keywords: regime shifts
MaRDI profile type: Publication
full work available at URL: j.ejor.2016.12.029
OpenAlex ID: W3122729004
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DOI: 10.1016/J.EJOR.2016.12.029
description: scientific article; zbMATH DE number 6875830