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10 - Mathematical Sciences

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Article title

Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay

Type

D - Journal article

DOI

Title of journal

SIAM Journal on Control and Optimization

Article number

Volume number

Issue number

First page of article

4874

ISSN of journal

0363-0129

Year of publication

2010

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

H - Probability, Stochastic Modelling, Financial Mathematics (PSMFM)

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract