Robust classical-impulse stochastic control problems in an infinite horizon

Robust classical-impulse stochastic control problems in an infinite horizon

This paper establishes a general analytical framework for classical and impulse stochastic control problems in the presence of model uncertainty. We consider a set of dominated models, which are induced by the measures equivalent to that of a reference model. The state process under the reference mo...

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書目詳細資料
主要作者:	Pun, Chi Seng
其他作者:	School of Physical and Mathematical Sciences
格式:	Article
語言:	English
出版:	2022
主題:	Science::Mathematics Stochastic Control Quasi-Variational Inequalities
在線閱讀:	https://hdl.handle.net/10356/163253
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University
語言:	English

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