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    SIAMCO
    2010
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    Impulse Control of Multidimensional Jump Diffusions
    12 years 11 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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