Impulse control of a diffusion with a change point

  • Lokman A. Abbas-Turki, Ioannis Karatzas, Qinghua Li
  • Stochastics, November 2014, Taylor & Francis
  • DOI: 10.1080/17442508.2014.956458

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http://dx.doi.org/10.1080/17442508.2014.956458