Optimal impulse control on an unbounded domain with nonlinear cost functions
| Year of publication: |
2004
|
|---|---|
| Authors: | Baccarin, S. ; Sanfelici, S. |
| Institutions: | Facoltà di Economia, Università degli Studi di Parma |
| Subject: | impulse control | stochastic cash management | quasi-variational inequalities | finite element approximation |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 2004-ME03 20 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005772814