English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider stochastic impulse control problems when the impulses costfunctions are arbitrary. We use the dynamic programming principle and viscositysolutions approach to show that the value function is a unique viscositysolution for the associated Hamilton-Jacobi-Bellman equation (HJB) partialdifferential equation (PDE) of stochastic impulse control problems

The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach