The optimal control of a two-parameter jump process

DOI10.1007/BF00971351zbMath0606.93069MaRDI QIDQ1085134

Robert J. Elliott, Ata N. Al-Hussaini

Publication date: 1986

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

jump processesminimum principle

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Unnamed Item
• Martingales, potentials and exponentials associated with a two-parameter jump process
• [https://portal.mardi4nfdi.de/wiki/Publication:3949750 Arr�t Optimal sur le Plan]
• Optimal control of a jump process

This page was built for publication: The optimal control of a two-parameter jump process