OpenAlex | Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems

Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems

Work

Year: 2022

Type: article

Source: Journal of Optimization Theory and Applications

Authors Marc Abeille, Bruno Bouchard, Lorenzo Croissant

Institutions Criteo (France), Centre de Recherche en Mathématiques de la Décision

Cites: 24

Cited by: 3

Related to: 10

FWCI: 0.55

Citation percentile (by year/subfield): 41.23

Topic: Auction Theory and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed