Stochastic impulse control with regime-switching dynamics
Year of publication: |
1 August 2017
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Authors: | Korn, Ralf ; Melnyk, Yaroslav ; Seilfried, Frank Thomas |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 260.2017, 3 (1.8.), p. 1024-1042
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Subject: | Control | Product life cycle | Stochastic impulse control | Intervention costs | Regime shifts | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Produktlebenszyklus | Markov-Kette | Markov chain |
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