Optimal impulse control on an unbounded domain with nonlinear cost functions

S. Baccarin and S. Sanfelici ()

No 2004-ME03, Economics Department Working Papers from Department of Economics, Parma University (Italy)

Keywords: impulse control; stochastic cash management; quasi-variational inequalities; finite element approximation (search for similar items in EconPapers)
Pages: 20 pages
Date: 2004
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