JOURNAL ARTICLE
Stochastic Impulse Control of Non-Markovian Processes
Boualem DjehicheSaïd HamadèneIbtissam Hdhiri
Year: 2009 Journal: Applied Mathematics & Optimization Vol: 61 (1)Pages: 1-26 Publisher: Springer Science+Business Media
Keywords:
Impulse control Mathematics Impulse (physics) Markov process Variational inequality Applied mathematics Class (philosophy) Stochastic process Stochastic control Mathematical optimization Optimal control Computer science Statistics
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19
Cited By
0.90
FWCI (Field Weighted Citation Impact)
24
Refs
0.83
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Is in top 1%
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Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Markov Chains and Monte Carlo Methods
Physical Sciences → Mathematics → Statistics and Probability
Optimization and Variational Analysis
Physical Sciences → Computer Science → Computational Theory and Mathematics
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