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20182022
most citedFinite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs

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math.OC2020

Infinite Horizon Impulse Control of Stochastic Functional Differential Equations

Magnus Perninge

We consider impulse control of stochastic functional differential equations (SFDEs) driven by Lévy processes under an additional -Lipschitz condition on the coefficients. Our…