{"title":"Two-sided Poisson control of linear diffusions","authors":"Harto Saarinen","doi":"10.1080/17442508.2023.2256923","DOIUrl":null,"url":null,"abstract":"We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"73 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2023-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2256923","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Pois...
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