Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations

Hidekazu Yoshioka, Motoh Tsujimura. Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations. J. Computational Applied Mathematics, 366, 2020. [doi]

Authors

Hidekazu Yoshioka

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Motoh Tsujimura

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