On the equivalence of the integral and differential Bellman equations in impulse control problems (2020)
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/10.1080/00207179.2020.1786766
Publication URI: http://dx.doi.org/10.1080/00207179.2020.1786766
Type: Journal Article/Review
Parent Publication: International Journal of Control
Issue: 1