Optimal Impulse Control When Control Actions Have Random Consequences

Ralf Korn. Optimal Impulse Control When Control Actions Have Random Consequences. Math. Oper. Res., 22(3):639-667, 1997. [doi]

@article{Korn97-2,
  title = {Optimal Impulse Control When Control Actions Have Random Consequences},
  author = {Ralf Korn},
  year = {1997},
  doi = {10.1287/moor.22.3.639},
  url = {http://dx.doi.org/10.1287/moor.22.3.639},
  researchr = {https://researchr.org/publication/Korn97-2},
  cites = {0},
  citedby = {0},
  journal = {Math. Oper. Res.},
  volume = {22},
  number = {3},
  pages = {639-667},
}