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"A General Verification Result for Stochastic Impulse Control Problems."

Christoph Belak, Sören Christensen, Frank Thomas Seifried (2017)

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DOI: 10.1137/16M1082822

access: closed

type: Journal Article

metadata version: 2024-10-06

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Christoph Belak, Sören Christensen, Frank Thomas Seifried:
A General Verification Result for Stochastic Impulse Control Problems. SIAM J. Control. Optim. 55(2): 627-649 (2017)

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