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"A Computational Method for Stochastic Impulse Control Problems."

Haolin Feng, Kumar Muthuraman (2010)

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DOI: 10.1287/MOOR.1100.0466

access: closed

type: Journal Article

metadata version: 2023-09-30

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  - https://dblp.org/rec/journals/mor/FengM10
Haolin Feng, Kumar Muthuraman:
A Computational Method for Stochastic Impulse Control Problems. Math. Oper. Res. 35(4): 830-850 (2010)

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