Related Books

An Impulse Control Policy for a Class of Jump Diffusion Processes
Language: en
Pages: 23
Authors: Yakoov Yavin
Categories:
Type: BOOK - Published: 1978 - Publisher:

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Impulse Control of Multidimensional Diffusion and Jump Diffusion Processes
Language: en
Pages: 220
Authors: Guoliang Wu
Categories:
Type: BOOK - Published: 2009 - Publisher:

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Scientific and Technical Aerospace Reports
Language: en
Pages: 738
Authors:
Categories: Aeronautics
Type: BOOK - Published: 1979 - Publisher:

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Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the N
On the Impulse Control of Jump Diffusions
Language: en
Pages: 24
Authors: Erhan Bayraktar
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Regularity of the impulse control problem for a non-degenerate n-dimensional jump diffusion with infinite activity and finite variation jumps was recently exami
Robust Impulse Control of G-Diffusion Processes
Language: en
Pages: 0
Authors: Chi Seng Pun
Categories:
Type: BOOK - Published: 2021 - Publisher:

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This paper establishes a general analytical framework for the impulse controls of the diffusion processes driven by multidimensional G-Brownian motion. We propo