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"Long-Run Risk-Sensitive Impulse Control."

Damian Jelito, Marcin Pitera, Lukasz Stettner (2020)

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DOI: 10.1137/19M1305355

access: closed

type: Journal Article

metadata version: 2021-09-16

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  - journals/siamco/JelitoPS20
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Damian Jelito, Marcin Pitera, Lukasz Stettner:
Long-Run Risk-Sensitive Impulse Control. SIAM J. Control. Optim. 58(4): 2446-2468 (2020)

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