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"On the Optimal Stochastic Impulse Control of Linear Diffusions."

Luis H. R. Alvarez, Jukka Lempa (2008)

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DOI: 10.1137/060659375

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/AlvarezL08
Luis H. R. Alvarez, Jukka Lempa:
On the Optimal Stochastic Impulse Control of Linear Diffusions. SIAM J. Control. Optim. 47(2): 703-732 (2008)

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