Title of article :
An impulse control of a geometric Brownian motion with quadratic costs
Author/Authors :
Masamitsu Ohnishi، نويسنده , , Motoh Tsujimura، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Quadratic costs , impulse control , quasi-variational inequalities
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
