On the Optimal Stochastic Impulse Control of Linear Diffusions
: Luis Alvarez Esteban, Jukka Lempa
: 2008
SIAM Journal on Control and Optimization
On the Optimal Stochastic Impulse Control of Linear Diffusions
: Luis Alvarez Esteban, Jukka Lempa
: 2008
SIAM Journal on Control and Optimization