On the Optimal Impulse Control Problem for Degenerate Diffusions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0318053
Reference9 articles.
1. Techniques probabilistes dans le contrôle impulsionnel
2. Le Probl�me de contr�le impulsionnel optimal d�terministe et l'in�quation quasi-variationnelle du premier ordre associ�e
3. On the Optimal Stopping Time Problem for Degenerate Diffusions
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