Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Impulse control problem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Exponential utility
2
Impulse control problem
2
Optimal stopping time
2
Snell envelope
2
Stochastic control
2
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Language
All
Undetermined
2
Author
All
Hdhiri, Ibtissam
2
Karouf, Monia
2
Published in...
All
Computational Statistics
1
Mathematical Methods of Operations Research
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk sensitive impulse control of non-Markovian processes
Hdhiri, Ibtissam
;
Karouf, Monia
- In:
Mathematical Methods of Operations Research
74
(
2011
)
1
,
pp. 1-20
optimal strategy. We prove that our
impulse
control
problem
could be reduced to an iterative sequence of optimal stopping ones …
Persistent link: https://www.econbiz.de/10010949938
Saved in:
2
Risk sensitive impulse control of non-Markovian processes
Hdhiri, Ibtissam
;
Karouf, Monia
- In:
Computational Statistics
74
(
2011
)
1
,
pp. 1-20
optimal strategy. We prove that our
impulse
control
problem
could be reduced to an iterative sequence of optimal stopping ones …
Persistent link: https://www.econbiz.de/10010759142
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
