A General Verification Result for Stochastic Impulse Control Problems
Belak, Christoph, Christensen, Sören, Seifried, Frank ThomasVolume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/16M1082822
Date:
January, 2017
File:
PDF, 423 KB
english, 2017