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Keywords: Constructive method of the solution
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Journal Articles
Arab Journal of Mathematical Sciences (2022) 28 (1): 2–36.
Published: 16 February 2021
... the existence of processes using Envelope Snell to find an optimal strategy of our control problem. Impulse control Infinite horizon Jumps Reflected backward stochastic differential equations Double barrier Constructive method of the solution 93E20 60G40 35R60 The extension to the case...
