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Impulse Control of Multidimensional Jump Diffusions

✍ Scribed by Davis, Mark H. A.; Guo, Xin; Wu, Guoliang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Smooth Fit Principle for Impulse Control

✍ Guo, Xin; Wu, Guoliang 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 286 KB

Partial Information Linear Quadratic Con

✍ Hu, Yaozhong; Oksendal, Bernt 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 213 KB

Multicriteria impulsive control of jump

✍ A. B. Piunovskiy 📂 Article 📅 2004 🏛 Springer 🌐 English ⚖ 309 KB

Optimal stopping and stochastic control

✍ Baghery, Fouzia; Haadem, Sven; Øksendal, Bernt; Turpin, Isabelle 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 156 KB

A General Optimality Conditions for Stoc

✍ Seid Bahlali; Adel Chala 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 534 KB

Stability of Regime-Switching Jump Diffu

✍ Yin, George; Xi, Fubao 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 294 KB