Linear programming approach to optimal impulse control problems with functional constraints (2021)

First Author: Piunovskiy A
Attributed to:  Workshop: Modern trends in controlled stochastic jump processes: theory and applications funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jmaa.2020.124817

Publication URI: http://dx.doi.org/10.1016/j.jmaa.2020.124817

Type: Journal Article/Review

Parent Publication: Journal of Mathematical Analysis and Applications

Issue: 2