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20182023
most citedFinite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs

1 citations · 1 across the 3 of their papers we have counts for

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Showing 2019 · math.OCShow all

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math.OC2019

A Finite Horizon Optimal Switching Problem with Memory and Application to Controlled SDDEs

Magnus Perninge

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic tec…