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Optimal stochastic impulse control with random coefficients and execution delay |
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| Authors: | Ibtissam Hdhiri Monia Karouf |
| Affiliation: | 1. Faculty of sciences of Gabès &2. LR17ES11, Department of Mathematics, Gabès University, Gabès, Tunisia.;3. Department of Mathematics and Physics, Higher Institute of Applied Sciences and Technologies of Gabès &4. LR17ES11, Gabès University, Gabès, Tunisia. |
| Abstract: | |
| Keywords: | Optimal impulse control execution delay snell envelope stochastic control backward stochastic differential equations optimal stopping time |