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On Poisson constrained control of linear diffusions
Saarinen, Harto
Turun yliopiston julkaisuja - Annales Universitatis Turkuensis, Ser A I: Astronomica, Chemica, Physica, Mathematica : 689 (Turun yliopisto, 02.06.2023)The classical setting in optimal stopping and optimal control theory assumes that the agent controlling the system can operate continuously in time. In optimal stopping this setting is highly stylized for many applications, ...
