Impulse Control, Stochastic Perron, Superharmonic Functions, Optimal Controls
Portfolio optimization, Transaction costs, Superharmonic functions, Viscosity solutions, Impulse control
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American options, optimal stopping, excessive functions, harmonic functions, upper bounds, semi‐infinite linear programming
optimal investment, market crashes, worst-case scenario, financial bubbles
optimal investment, market crashes, worst-case scenario, regime switching, financial bubbles
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