Optimal stochastic impulse control with random coefficients and execution delay-Reference-Cited by-同舟云学术

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Optimal stochastic impulse control with random coefficients and execution delay

Published:2017-04-21 Issue:2 Volume:90 Page:151-164
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Hdhiri Ibtissam¹,Karouf Monia²

Affiliation:

1. Faculty of sciences of Gabès & LR17ES11, Department of Mathematics, Gabès University, Gabès, Tunisia.

2. Department of Mathematics and Physics, Higher Institute of Applied Sciences and Technologies of Gabès & LR17ES11, Gabès University, Gabès, Tunisia.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2017.1315945

Reference33 articles.

1. The impact of delivery lags on irreversible investment under uncertainty

2. Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions

3. Explicit Solution of Inventory Problems with Delivery Lags

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes;Stochastics;2023-10-04

2. Non-Markovian Impulse Control Under Nonlinear Expectation;Applied Mathematics & Optimization;2023-08-17

3. Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients;Mathematics of Operations Research;2021-09-08

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