default author photo

Stefano Baccarin

University of Turin - Department of Statistics and Applied Mathematics

Piazza Arbarello, 8

Turin, I-10122

Italy

SCHOLARLY PAPERS

1

DOWNLOADS

38

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Optimal Impulse Control on an Unbounded Domain with Nonlinear Cost Functions

Computational Management Science, Vol. 3 (2006), pp. 81-100
Number of pages: 20 Posted: 30 Mar 2013 Last Revised: 02 Apr 2013
Stefano Baccarin and Simona Sanfelici
University of Turin - Department of Statistics and Applied Mathematics and University of Parma - Dipartimento di Economia
Downloads 38 (1,209,354)

Abstract:

Loading...

impulse control, stochastic cash management, quasi-variational inequalities, finite element approximation