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On stochastic control under Poisson observations: optimality of a barrier strategy in a general Lévy model

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Noba, Kei, Yamazaki, Kazutoshi
Formato:	Preprint
Publicado:	2022
Materias:	Optimization and Control Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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