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"Stochastic impulse control with regime-switching dynamics."
Ralf Korn, Yaroslav Melnyk, Frank Thomas Seifried (2017)
- Ralf Korn, Yaroslav Melnyk, Frank Thomas Seifried:
Stochastic impulse control with regime-switching dynamics. Eur. J. Oper. Res. 260(3): 1024-1042 (2017)
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