Boundary conditions for optimal "impulse" control of a one dimensional Wiener process
By: A. Sivananthan, K.A. Lindsay.
Contributors: Lindsay, K.A.; University of Glasgow. Department of Political Economy.
Series: Economics discussion paper series / Glasgow University, Department of Political Economy -- no.9607; Economics discussion paper (Glasgow University, Department of Political Economy) -- no.9607.
Publisher: Glasgow University, Department of Political Economy
Published: 1996
Place of publication: Glasgow
Language: eng