"Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with ..."

Jan Palczewski, Lukasz Stettner (2010)

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DOI: 10.1137/080737848

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jan Palczewski, Lukasz Stettner:
Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay. SIAM J. Control. Optim. 48(8): 4874-4909 (2010)

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