Error estimate for a stochastic impulse control problem

Frédéric Bonnans, Stefania Maroso and Hasnaa Zidani

june, 2005

Publication type:

Research report

Journal:

Rapport de Recherche INRIA, RR-5606, Juin

BibTeX:

@techreport{Bon-Mar-Zid-2005-4,
    author={Frédéric Bonnans and Stefania Maroso and Hasnaa Zidani },
    title={Error estimate for a stochastic impulse control problem },
    year={2005 },
    month={6},
}