On a class of singular stochastic control problems

zbMath0584.93070MaRDI QIDQ1070990

Maurice Robin, José Luis Menaldi

Publication date: 1983

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

value functionimpulse controlsingular stochastic controldynamic programming equationquasivariational inequality

Mathematics Subject Classification ID

Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Nonlinear elliptic equations (35J60) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

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