Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon

Yann-Shin Aaron Chen, Xin Guo. Impulse Control of Multidimensional Jump Diffusions in Finite Time Horizon. SIAM J. Control and Optimization, 51(3):2638-2663, 2013. [doi]

Authors

Yann-Shin Aaron Chen

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Xin Guo

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