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"Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon."

Yann-Shin Aaron Chen, Xin Guo (2013)

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DOI: 10.1137/110854205

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/ChenG13
Yann-Shin Aaron Chen, Xin Guo:
Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon. SIAM J. Control. Optim. 51(3): 2638-2663 (2013)

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