A Computational Method for Stochastic Impulse Control Problems
Year of publication: |
2010
|
---|---|
Authors: | Feng, Haolin ; Muthuraman, Kumar |
Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 35.2010, 4 (17.11.), p. 830-851
|
Saved in:
Saved in favorites
Similar items by person
-
A computational method for stochastic impulse control problems
Feng, Haolin, (2010)
-
Feng, Haolin, (2015)
-
Impulse control of interest rates
Mitchell, Daniel, (2014)
- More ...