Ralf Korn, Yaroslav Melnyk, Frank Thomas Seifried. Stochastic impulse control with regime-switching dynamics. European Journal of Operational Research, 260(3):1024-1042, 2017. [doi]
@article{KornMS17, title = {Stochastic impulse control with regime-switching dynamics}, author = {Ralf Korn and Yaroslav Melnyk and Frank Thomas Seifried}, year = {2017}, doi = {10.1016/j.ejor.2016.12.029}, url = {http://dx.doi.org/10.1016/j.ejor.2016.12.029}, researchr = {https://researchr.org/publication/KornMS17}, cites = {0}, citedby = {0}, journal = {European Journal of Operational Research}, volume = {260}, number = {3}, pages = {1024-1042}, }