Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients

Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra. Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients. Math. Oper. Res., 47(1):665-689, 2022. [doi]

Abstract

Abstract is missing.