On the equivalence of the integral and differential Bellman equations in impulse control problems (Q5027406)
From MaRDI portal
scientific article; zbMATH DE number 7469404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the equivalence of the integral and differential Bellman equations in impulse control problems |
scientific article; zbMATH DE number 7469404 |
Statements
On the equivalence of the integral and differential Bellman equations in impulse control problems (English)
0 references
4 February 2022
0 references
dynamical system
0 references
optimal stopping
0 references
impulse control
0 references
dynamic programming
0 references
total cost
0 references
differential Bellman equation
0 references
integral Bellman equation
0 references
0 references
0 references
