Finite Horizon Optimal Stopping of Time-Discontinuous...

SIAM Journal on Control and Optimization 2010 / 01 Vol. 48; Iss. 8

Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay

Palczewski, Jan, Stettner, Łukasz
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Volume:
48
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/080737848
Date:
January, 2010
File:
PDF, 380 KB
english, 2010
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