Haolin Feng, Kumar Muthuraman. A Computational Method for Stochastic Impulse Control Problems. Math. Oper. Res., 35(4):830-850, 2010. [doi]
@article{FengM10-1,
title = {A Computational Method for Stochastic Impulse Control Problems},
author = {Haolin Feng and Kumar Muthuraman},
year = {2010},
doi = {10.1287/moor.1100.0466},
url = {http://dx.doi.org/10.1287/moor.1100.0466},
researchr = {https://researchr.org/publication/FengM10-1},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {35},
number = {4},
pages = {830-850},
}