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

1 citations · 1 across the 2 of their papers we have counts for

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math.OC2021★ 1 cited

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

Magnus Perninge

We consider a robust impulse control problem in finite horizon where the underlying uncertainty stems from an impulsively and continuously controlled functional stochastic differen…