Keywords
- Variational Inequality
- Impulse Control
- Continuous Control
- Drift Term
- Impulse Control Problem
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Mosco, U. (1985). On some stochastic optimal impulse control problems. In: Dolcetta, I.C., Fleming, W.H., Zolezzi, T. (eds) Recent Mathematical Methods in Dynamic Programming. Lecture Notes in Mathematics, vol 1119. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074784
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DOI: https://doi.org/10.1007/BFb0074784
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