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"Smooth Fit Principle for Impulse Control of Multidimensional Diffusion ..."

Xin Guo, Guoliang Wu (2009)

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DOI: 10.1137/080716001

access: closed

type: Journal Article

metadata version: 2020-07-09

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Xin Guo, Guoliang Wu:
Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes. SIAM J. Control. Optim. 48(2): 594-617 (2009)

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