Brahim El Asri
- The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach
2019/01/15 by Brahim El Asri, Asri, Brahim El, Sehail Mazid +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #93E20. 35Q93. 35D40 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications