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Maximum process problems in optimal control theory - MaRDI portal

Maximum process problems in optimal control theory

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Publication:2387499

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DOI10.1155/JAMSA.2005.77zbMath1075.93047OpenAlexW2166951752MaRDI QIDQ2387499

Goran Peskir

Publication date: 5 September 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51813

zbMATH Keywords

optimal control Hamilton-Jacobi-Bellman equation bang-bang control switching

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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