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Impulsive Control for Continuous-Time Markov Decision Processes
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- Journal:
- Advances in Applied Probability / Volume 47 / Issue 1 / March 2015
- Published online by Cambridge University Press:
- 04 January 2016, pp. 106-127
- Print publication:
- March 2015
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Maximization of the long-term growth rate for a portfolio with fixed and proportional transaction costs
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- Journal:
- Advances in Applied Probability / Volume 40 / Issue 3 / September 2008
- Published online by Cambridge University Press:
- 01 July 2016, pp. 673-695
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- September 2008
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Approximation of control problems involving ordinary and impulsive controls
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- Journal:
- ESAIM: Control, Optimisation and Calculus of Variations / Volume 4 / 1999
- Published online by Cambridge University Press:
- 15 August 2002, pp. 159-176
- Print publication:
- 1999
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