JOURNAL ARTICLE
Risk sensitive impulse control of non-Markovian processes
Year: 2011 Journal: Mathematical Methods of Operations Research Vol: 74 (1)Pages: 1-20 Publisher: Springer Science+Business Media
Keywords:
Impulse control Markov process Impulse (physics) Optimal control Mathematical optimization Optimal stopping Computer science Mathematics Stochastic control Class (philosophy) Applied mathematics Artificial intelligence
Metrics
11
Cited By
0.67
FWCI (Field Weighted Citation Impact)
13
Refs
0.80
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Mathematical Biology Tumor Growth
Physical Sciences → Mathematics → Modeling and Simulation
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
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