Error estimates for a stochastic impulse control problem
2007
Publication type:
Paper in peer-reviewed journals
Journal:
Applied. Math. and Optimisation, vol. 55-3, pp. 327--357
External link:
HAL:
BibTeX:
@article{Bon-Mar-Zid-2007,
author={Frédéric Bonnans and Stefania Maroso and Hasnaa Zidani },
title={Error estimates for a stochastic impulse control problem },
doi={10.1007/s00245-006-0865-2 },
journal={Applied. Math. and Optimisation },
year={2007 },
volume={55-3 },
pages={327--357},
}