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    SIAMCO
    2010
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    Impulse Control of Multidimensional Jump Diffusions
    13 years 6 months ago
    Impulse Control of Multidimensional Jump Diffusions
    Download  www.ieor.berkeley.edu
    This paper studies regularity properties of the value function for an infinite-horizon discounted cost impulse control problem, where the underlying controlled process is a multidi...
    Mark H. A. Davis, Xin Guo, Guoliang Wu
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